wtsDjiaGmvLo: DJIA GMV long-only portfolio weights
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
wtsDjiaGmvLo R Documentation
DJIA GMV long-only portfolio weights
Description
Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset factorDataSetDjia5Yrs)
for a long-only global minimum variance portfolio starting from Jan 2008 to Dec 2012.
Usage
data("wtsDjiaGmvLo")
Source
TBA
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.
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| wtsDjiaGmvLo | R Documentation |
DJIA GMV long-only portfolio weights
Description
Contains weights obtained after optimizing the portfolio returns of the 30 DJIA stocks (from dataset factorDataSetDjia5Yrs) for a long-only global minimum variance portfolio starting from Jan 2008 to Dec 2012.
Usage
data("wtsDjiaGmvLo")
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.
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