portfolio_bacon: Bacon(2008) Data

Description Usage Format Examples

Description

A xts object that contains columns of monthly returns for an example of portfolio and its benchmark

Usage

1

Format

CSV conformed into an xts object with monthly observations

Examples

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data(portfolio_bacon)

#preview the data
head(portfolio_bacon)

#summary period statistics
summary(portfolio_bacon)

#cumulative returns
tail(cumprod(1+portfolio_bacon),1)

guillermozbta/portafolio-master documentation built on May 11, 2019, 7:20 p.m.