fundData: Mutual Fund Returns
In NMOF: Numerical Methods and Optimization in Finance
fundData R Documentation
Mutual Fund Returns
Description
A matrix of 500 rows (return scenarios) and 200 columns (mutual
funds). The elements in the matrix are weekly returns.
Usage
fundData
Format
A plain numeric matrix.
Details
The scenarios were created with a bootstrapping technique. The data set
is only meant to provide example data on which to test algorithms.
Source
Schumann, E. (2010) Essays on Practical Financial Optimisation,
(chapter 4), PhD thesis, University of Geneva.
References
Gilli, M., Maringer, D. and Schumann, E. (2019)
Numerical Methods and Optimization in Finance.
2nd edition. Elsevier. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")}
Schumann, E. (2023) Financial Optimisation with R (NMOF Manual).
http://enricoschumann.net/NMOF.htm#NMOFmanual
Examples
apply(fundData, 2, summary)
NMOF documentation built on Oct. 20, 2023, 9:07 a.m.
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| fundData | R Documentation |
Mutual Fund Returns
Description
A matrix of 500 rows (return scenarios) and 200 columns (mutual funds). The elements in the matrix are weekly returns.
Usage
fundDataFormat
A plain numeric matrix.
Details
The scenarios were created with a bootstrapping technique. The data set is only meant to provide example data on which to test algorithms.
Source
Schumann, E. (2010) Essays on Practical Financial Optimisation, (chapter 4), PhD thesis, University of Geneva.
References
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")}
Schumann, E. (2023) Financial Optimisation with R (NMOF Manual). http://enricoschumann.net/NMOF.htm#NMOFmanual
Examples
apply(fundData, 2, summary)
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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