data-sets {fPortfolio}

Assets Data Sets

Description

Example data sets for portfolio optimization.

Usage

ECON85
ECON85LONG

GCCINDEX
SPISECTOR
SWX
LPP2005
SMALLCAP

GCCINDEX.RET
SPISECTOR.RET
SWX.RET
LPP2005.RET
SMALLCAP.RET

Value

an object of class "timeSeries".

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.