wtsStocks145Gmv: CRSP 145 stocks GMV 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 145 stocks (from dataset stocks145scores6)
for a global minimum variance portfolio starting from Jan 1990 to Dec 2014.
Usage
1
data("wtsStocks145Gmv")
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 145 stocks (from dataset stocks145scores6) for a global minimum variance portfolio starting from Jan 1990 to Dec 2014.
Usage
1 | data("wtsStocks145Gmv")
|
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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