monthlyReturns: Monthly equity returns
In BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks
Description
Usage
Format
Examples
Description
A matrix holding time series of monthly returns (calculated from closing prices) for six stocks. The returns span the period from Jaunary 1998 through December 2003.
Usage
1
Format
A matrix with 6 columns and 71 rows. The names of the rows hold the dates of each series entry, and the column names are the names of the six equities from
which the return series are taken.
Examples
1
CAPMList(monthlyReturns, marketIndex = sp500Returns, riskFree = US13wTB)
BLCOP documentation built on Jan. 26, 2021, 1:05 a.m.
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Description Usage Format Examples
Description
A matrix holding time series of monthly returns (calculated from closing prices) for six stocks. The returns span the period from Jaunary 1998 through December 2003.
Usage
1 |
Format
A matrix with 6 columns and 71 rows. The names of the rows hold the dates of each series entry, and the column names are the names of the six equities from which the return series are taken.
Examples
1 | CAPMList(monthlyReturns, marketIndex = sp500Returns, riskFree = US13wTB)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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