wtsDjiaGmvLo: wtsDjiaGmvLo
In braverock/factorAnalytics: Factor Analytics for Asset Return Data
wtsDjiaGmvLo R Documentation
wtsDjiaGmvLo
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
data('wtsDjiaGmvLo')
Format
A vector of type numeric with 22 observations
Details
DJIA GMV long-only portfolio weights
Source
TBA
Examples
data(wtsDjiaGmvLo)
str(wtsDjiaGmvLo)
braverock/factorAnalytics documentation built on Dec. 16, 2024, 1:05 p.m.
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| wtsDjiaGmvLo | R Documentation |
wtsDjiaGmvLo
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
data('wtsDjiaGmvLo')
Format
A vector of type numeric with 22 observations
Details
DJIA GMV long-only portfolio weights
Source
TBA
Examples
data(wtsDjiaGmvLo)
str(wtsDjiaGmvLo)
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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