R/wtsStocks145GmvLo.R

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

#' wtsStocks145GmvLo
#'
#' CRSP 145 stocks GMV long-only weights
#' 
#' @description Contains weights obtained after optimizing the portfolio returns of 145 stocks (from dataset \link{stocks145scores6})
#'              for a long-only global minimum variance portfolio starting from Jan 1990 to Dec 2014.
#' 
#' @docType data
#'
#' @usage data('wtsStocks145GmvLo')
#'
#' @format A vector of type numeric with 145 observations
#' 
#' @source TBA
#' @examples  
#' data(wtsStocks145GmvLo)
#'  str(wtsStocks145GmvLo)
"wtsStocks145GmvLo"