dataSets {fPortfolio} | R Documentation |
Example data sets for portfolio optimization.
GCCINDEX SPISECTOR SWX LPP2005 SMALLCAP GCCINDEX.RET SPISECTOR.RET SWX.RET LPP2005.RET SMALLCAP.RET
an object of class "timeSeries"
.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## SMALLCAP - head(SMALLCAP.RET)