data-sets: Assets Data Sets
In fPortfolio: Rmetrics - Portfolio Selection and Optimization
data-sets R Documentation
Assets Data Sets
Description
Example data sets for portfolio optimization.
Usage
ECON85
ECON85LONG
GCCINDEX
SPISECTOR
SWX
LPP2005
SMALLCAP
GCCINDEX.RET
SPISECTOR.RET
SWX.RET
LPP2005.RET
SMALLCAP.RET
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 April 25, 2023, 9:11 a.m.
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| data-sets | R Documentation |
Assets Data Sets
Description
Example data sets for portfolio optimization.
Usage
ECON85
ECON85LONG
GCCINDEX
SPISECTOR
SWX
LPP2005
SMALLCAP
GCCINDEX.RET
SPISECTOR.RET
SWX.RET
LPP2005.RET
SMALLCAP.RET
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.
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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