dataSets             package:fPortfolio             R Documentation

_A_s_s_e_t_s _D_a_t_a _S_e_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Example data sets for portfolio optimization.

_U_s_a_g_e:

     GCCINDEX
     SPISECTOR
     SWX
     LPP2005
     SMALLCAP

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

_V_a_l_u_e:

     an object of class '"timeSeries"'.

_R_e_f_e_r_e_n_c_e_s:

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

_E_x_a_m_p_l_e_s:

     ## SMALLCAP -
        head(SMALLCAP.RET)

