managers.df: Hypothetical Alternative Asset Manager and Benchmark Data
In R-Finance/FactorAnalytics: factor analysis
Description
a data.frame format from managers dataset from package
PerformanceAnalytics, containing columns of monthly
returns for six hypothetical asset managers (HAM1 through
HAM6), the EDHEC Long-Short Equity hedge fund index, the
S\&P 500 total returns. Monthly returns for all series
end in December 2006 and begin at different periods
starting from January 1997.
Examples
1
2
data(managers.df)
## maybe str(managers.df) ; plot(managers.df) ...
R-Finance/FactorAnalytics documentation built on May 8, 2019, 3:51 a.m.
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Description
a data.frame format from managers dataset from package PerformanceAnalytics, containing columns of monthly returns for six hypothetical asset managers (HAM1 through HAM6), the EDHEC Long-Short Equity hedge fund index, the S\&P 500 total returns. Monthly returns for all series end in December 2006 and begin at different periods starting from January 1997.
Examples
1 2 | data(managers.df)
## maybe str(managers.df) ; plot(managers.df) ...
|
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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