Industry_10 {RiskPortfolios}

Industry Portfolios

Description

A matrix containing daily returns of 10 industry portfolios for the year 2014.

Usage

data("Industry_10")

Format

A matrix (of size 252 x 10) containing daily returns of 10 industry portfolios.

Note

Data are available from Kenneth French's website.

Source

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.