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.
A data frame with 100 observations on the following 2 variables.
Returns for Asset X
Returns for Asset Y
James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013) An Introduction to Statistical Learning with applications in R, https://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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