Additional resources are available here:
- For details on how all the factors were calculated, please refer to prof. French's website at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/f-f_factors.html.
- Fama, E. F., and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of financial economics, 33(1), 3-56: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.139.5892&rep=rep1&type=pdf.