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Create cited data objects of AQR data sets

Open JustinMShea opened this issue 3 years ago • 0 comments

Found in found in inst/parsers.

See About the AQR Data Library for details, specifically:

It is important for users of the AQR data sets to understand that all data sets provided contain the returns to portfolios described in the relevant papers, and not the live returns or backtests of AQR-specific portfolios, funds or products. (We ask users of the data set to please include the following citation: “AQR Capital Management, LLC.”)

JustinMShea avatar Jul 20 '22 07:07 JustinMShea