wtsDjiaGmv: DJIA GMV portfolio weights

Description Usage Source

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


sangeeuw/factorAnalytics documentation built on May 28, 2019, 3:40 p.m.