Description Usage Format Source References Examples

A simple simulated data set containing 100 returns for each of two assets, X and Y. The data is used to estimate the optimal fraction to invest in each asset to minimize investment risk of the combined portfolio. One can then use the Bootstrap to estimate the standard error of this estimate.

1 |

A data frame with 100 observations on the following 2 variables.

`X`

Returns for Asset X

`Y`

Returns for Asset Y

Simulated data

James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013)
*An Introduction to Statistical Learning with applications in R*,
www.StatLearning.com,
Springer-Verlag, New York

1 2 3 |

```
X Y
Min. :-2.43276 Min. :-2.72528
1st Qu.:-0.88847 1st Qu.:-0.88572
Median :-0.26889 Median :-0.22871
Mean :-0.07713 Mean :-0.09694
3rd Qu.: 0.55809 3rd Qu.: 0.80671
Max. : 2.46034 Max. : 2.56599
```

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