R/wtsDjiaGmvLo.R

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

#' wtsDjiaGmvLo
#'
#' DJIA GMV long-only portfolio weights
#' 
#' @description  Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset \link{factorDataSetDjia5Yrs})
#'              for a long-only global minimum variance portfolio starting from Jan 2008 to Dec 2012.
#' 
#' @docType data
#'
#' @usage data('wtsDjiaGmvLo')
#'
#' @format A vector of type numeric with 22 observations
#' 
#' @source TBA
#' @examples  
#' data(wtsDjiaGmvLo)
#'  str(wtsDjiaGmvLo)
"wtsDjiaGmvLo"