wtsStocks145GmvLo: wtsStocks145GmvLo
In braverock/factorAnalytics: Factor Analytics for Asset Return Data
wtsStocks145GmvLo R Documentation
wtsStocks145GmvLo
Description
Contains weights obtained after optimizing the portfolio returns of 145 stocks (from dataset stocks145scores6)
for a long-only global minimum variance portfolio starting from Jan 1990 to Dec 2014.
Usage
data('wtsStocks145GmvLo')
Format
A vector of type numeric with 145 observations
Details
CRSP 145 stocks GMV long-only weights
Source
TBA
Examples
data(wtsStocks145GmvLo)
str(wtsStocks145GmvLo)
braverock/factorAnalytics documentation built on Dec. 16, 2024, 1:05 p.m.
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| wtsStocks145GmvLo | R Documentation |
wtsStocks145GmvLo
Description
Contains weights obtained after optimizing the portfolio returns of 145 stocks (from dataset stocks145scores6) for a long-only global minimum variance portfolio starting from Jan 1990 to Dec 2014.
Usage
data('wtsStocks145GmvLo')
Format
A vector of type numeric with 145 observations
Details
CRSP 145 stocks GMV long-only weights
Source
TBA
Examples
data(wtsStocks145GmvLo)
str(wtsStocks145GmvLo)
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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