Return time series for Fama/French portfolios formed on single variable sorts.
portfolios_univariate
A data.table with variables:
region: geographical market considered for factor construction.
frequency: field observation frequency.
sort variable: sort variable used for portfolio construction.
diviend: Y (included) or N (excluded).
weights: portoflio weighting method.
portfolio: corresponding portoflio.
field: variable observed for given portfolio.
period: observation period.
value: corresponding field value.
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.