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Data

Factors and Test Assets for the German Market

The aim of this data-page is to provide the Fama-French factors, the Carhart factor and test assets for the German equity market to the wider community of academic research. The factors and test assets have been calculated as part of a joint project of the Centre for Financial Research (CFR) and the chairs of Prof. Alexander Kempf and Prof. Erik Theissen. We hope that this will be a useful and valuable resource to the research community. The factors and test assets are constructed as described in Artmann, Finter, Kempf, Koch and Theissen (2012).


Terms and conditions

In downloading the data, I agree that use will be limited to academic research only, and that no use will be made of this data for commercial purposes. I further agree that in any publication that uses this data I will refer to the CFR as data source. In Addition, I will send a copy of anypublication that uses this data by e-mail or through the post to:

University of Cologne
Centre for Financial Research
Albertus-Magnus-Platz
50923 Koeln
Germany


Disclaimer

The data is provided free of charge to the terms and conditions above. The Centre for Financial Research (CFR) assumes no responsibility or liability for the correctness of the material downloaded from these pages.


    

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