ChenFang2019BetaRankTest
                        Compute the Chen Fang 2019 beta rank test
FRP                     Compute factor risk premia from data
HJMisspecificationTest
                        Compute factor risk premia
OracleTFRP              Compute optimal adaptive tradable factor risk
                        premia
TFRP                    Compute tradable factor risk premia
factors                 Factors - monthly observations from '01/1970'
                        to '12/2021'
returns                 Test Asset Excess Returns - monthly
                        observations from '01/1970' to '12/2021'
