data-sets: Assets Data Sets

Description Usage Value References

Description

Example data sets for portfolio optimization.

Usage

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Value

an object of class "timeSeries".

References

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


fPortfolio documentation built on March 26, 2020, 9:17 p.m.