variables (monthly and quarterly)
收藏科学数据银行2024-01-22 更新2026-04-23 收录
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资源简介：
The data should be opened by stata The TRjl is calculated by Generalized Extreme Value Distribution Rrf, alpha3, alpha4, alpha5, and alpha6 representing the actual return of fund i in month t minor risk free interest rate, abnormal returns measured by the Fama French three factor model, four factor model, five factor model, and six factor model Fundasset, fundbm, fundreturn, fundroe, fundvalue representing the AssetRatio, BM ratio, Return, ROE, market value of RMB value weighted average of the top 10 stocks in the fund portfolio
提供机构：
Mingzhe Wang
创建时间：
2024-01-20
