Index

A

aggregateME() (famafrench.FamaFrench method)

any_in() (in module famafrench.utils)

C

comparePortfolios() (famafrench.FamaFrench method)

F

factorsId (famafrench.FamaFrench attribute) FamaFrench (class in famafrench)

famafrench (module) freqType (famafrench.FamaFrench attribute)

G

get_kfpriorfactors_directly() (in module famafrench.utils) get_statsTable() (in module famafrench.utils) getCharacs() (famafrench.FamaFrench method) getCrspDailyRollVar() (famafrench.FamaFrench method) getFactorRegResults() (famafrench.FamaFrench method) getFamaFrenchStats() (famafrench.FamaFrench method) getFFfactors() (famafrench.FamaFrench method) getkfCharacs() (famafrench.FamaFrench method) getkfFFfactors() (famafrench.FamaFrench method)

getkfNumFirms() (famafrench.FamaFrench method) getkfPortfolioReturns() (famafrench.FamaFrench method) getMEDec() (famafrench.FamaFrench method) getMEJune() (famafrench.FamaFrench method) getNumFirms() (famafrench.FamaFrench method) getNyseThresholdsAndRet() (famafrench.FamaFrench method) getPortfolioReturns() (famafrench.FamaFrench method) getPortfolios() (famafrench.FamaFrench method) grouped_vwAvg() (in module famafrench.utils)

K

kfLibrary() (famafrench.FamaFrench method)

L

lru_cached_method() (in module famafrench.utils)

M

mainCharacsId (famafrench.FamaFrench attribute)

mergeCCM() (famafrench.FamaFrench method)

P

pickled_dir (famafrench.FamaFrench attribute)

portRetAvg() (in module famafrench.utils) priormonthToDay() (in module famafrench.utils)

Q

queryComp() (famafrench.FamaFrench method) queryCrsp() (famafrench.FamaFrench method)

queryCrspdlret() (famafrench.FamaFrench method) queryrf1m() (famafrench.FamaFrench method)

R

runEstimation (famafrench.FamaFrench attribute)

runFactorReg (famafrench.FamaFrench attribute) runQuery (famafrench.FamaFrench attribute)

S

sortCharacsId (famafrench.FamaFrench attribute)

T

timing() (in module famafrench.utils)

W

wrdsConnection (class in famafrench.wrdsconnect)