Financial Markets, Banking & Asset Pricing
Asset Pricing & Equities
Prof. Kenneth French (Dartmouth)
Ken French Data Library
Fama-French factor models (3-factor, 5-factor), portfolio sorting, time-series return regressions.
📊 Overview
Platform: Ken French Data Library
Domain: Asset Pricing & Equities
Maintained by: Prof. Kenneth French (Dartmouth)
📥 Access & Resources
Access and formats:
CSV, Text dumps (Direct download)
R wrapper package:
frenchdata
Python wrapper package:
pandas_datareader
🎯 Teaching & Analysis
Fama-French factor models (3-factor, 5-factor), portfolio sorting, time-series return regressions.
Use this dataset to
- Download Fama–French factor series
- Analyze SMB, HML, MOM, and industry portfolios
- Estimate asset-pricing and return regressions
- Teach empirical finance and portfolio sorting