wtsDjiaGmvLo: DJIA GMV long-only portfolio weights
In AvinashAcharya/Test_factorAnalytics: Development of factorAnalytics package as a part of GSoC-2016
Description
Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset factorDataSetDjia5Yrs)
for a long-only global minimum variance portfolio starting from Jan 2008 to Dec 2012.
Usage
1
data("wtsDjiaGmvLo")
Source
TBA
AvinashAcharya/Test_factorAnalytics documentation built on May 5, 2019, 9:22 a.m.
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Description
Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset factorDataSetDjia5Yrs) for a long-only global minimum variance portfolio starting from Jan 2008 to Dec 2012.
Usage
1 | data("wtsDjiaGmvLo")
|
Source
TBA
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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