Fama French Factor Model (China) from Central University of Economics and Finance **版五因子数据模型; 五因子数据的更新（2022年9月份数据）, **财经大学 金融学院. 目录为:http://sf.cufe.edu.cn/kydt/kyjg/zgzcglyjzx/xzzq.htm you can download the latest Fama French Models via "download_model.R", and those files will be saved in your working directory