CRSP Data: Fama-French Data Library
download the le: Fama/French 3 Factors [Daily]
* Compute daily continuously compounded returns as rt = 100 ln(1 +
Rt=100) (where Rt = Mkt-RF).
* Poon (2005): Replicate Figure 1.1, Table 1.1, Figure 1.2
Could someone help me with this exercise? I have no Problems with downloading the CSV file. How can I compute daily compounded Returns? Thank you very much!!
download the le: Fama/French 3 Factors [Daily]
* Compute daily continuously compounded returns as rt = 100 ln(1 +
Rt=100) (where Rt = Mkt-RF).
* Poon (2005): Replicate Figure 1.1, Table 1.1, Figure 1.2
Could someone help me with this exercise? I have no Problems with downloading the CSV file. How can I compute daily compounded Returns? Thank you very much!!
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