wtsDjiaGmv: DJIA GMV portfolio weights
In chindhanai/factorAnalytics: Factor Analytics
Description
Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset factorDataSetDjia5Yrs)
for a global minimum variance portfolio starting from Jan 2008 to Dec 2012.
Usage
1
data("wtsDjiaGmv")
Source
TBA
chindhanai/factorAnalytics documentation built on May 20, 2019, 7:55 a.m.
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.
Description
Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset factorDataSetDjia5Yrs) for a global minimum variance portfolio starting from Jan 2008 to Dec 2012.
Usage
1 | data("wtsDjiaGmv")
|
Source
TBA
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.