Description Usage Arguments Details Value References

Creates a fPFOLIODATA object with data set and statistical measures.

1 2 3 4 | ```
portfolioData(data, spec = portfolioSpec())
## S4 method for signature 'fPFOLIODATA'
show(object)
``` |

`data` |
[portfolioStatistics] - |

`object` |
[show] - |

`spec` |
an S4 object of class |

**Dutch Portfolio Data Set:**

This data represents seven stocks from the Dutch AEX index, Netherlands blue
chips. The data is a list of the covariance matrix and the return means and
is based on daily returns over a period from January 1990 till end of
October 2003. Companies representing the data are Elsevier, Fortis,
Getronics, Heineken, Philips, Shell and Unilever.

**US Portfolio Data Set:**

The data inherits eight assets being indexes, commodities and bonds.
The data is a time series of yearly returns from December 1973 till
December 1994. Assets are TBills3m, LongBonds, SP500, Wilshire5000,
NASDAQComp, LehmanBonds, EAFE, Gold.

**Simulated Mean-Cov Data Set:**

This data is taken from chapter 1.3.2 in Scherer, M., Martin, R.D. (2005);
*Introduction To Modern Portfolio Optimization with NuOPT, S-PLUS and
S+Bayes*, Springer, Berlin. It is a list of covariance matrix and the return
means of imaginary assets. It is an example set for learning about
optimization.

**World Index Returns Data Set:**

This data set is contributed by D. Locher (2007);
It is a timeSeries object of four world
index return data sets including Asia, Eastern Europe, Far East and
Latin America.

`portfolioStatistics`

returns a named list of estimated mean `$mu`

and covariance
`$Sigma`

statistics, from a multivariate time series of assets.

`portfolioData`

returns a named list of the time series `$series`

and the
portfolio `$statistics`

as returned by the function
`portfolioStatistics`

.

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
*Portfolio Optimization with R/Rmetrics*,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

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