A dataset containing the simulated monthly retrun data generated from multivariate normal distribution. These data have constant correlation of rho = 0.2 and mean return mu = c(0.01, 0.007, 0.008, 0.005) and volatility vol = c(0.009, 0.017, 0.020, 0.014).
1 | data("sim_dat")
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An xts object with 120 rows and 4 columns:
The asset has full history
This asset has first 12 values missing
This asset has first 12 values missing
This asset has first 24 values missing
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