Portfolio: Portfolio Data

In ISLR: Data for an Introduction to Statistical Learning with Applications in R

Description

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.

Usage

Portfolio

Format

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

X

Returns for Asset X

Y

Returns for Asset Y

Source

Simulated data

References

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

Examples

summary(Portfolio)
attach(Portfolio)
plot(X,Y)

Example output

       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  

ISLR documentation built on Sept. 15, 2021, 9:08 a.m.