Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 5 of 5 found.
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portfolio_bacon (Package: PerformanceAnalytics) : Bacon(2008) Data

A xts object that contains columns of monthly returns for an example of portfolio and its benchmark
● Data Source: CranContrib
● Keywords: datasets
● Alias: portfolio_bacon
● 0 images

managers (Package: PerformanceAnalytics) : Hypothetical Alternative Asset Manager and Benchmark Data

A xts object that contains columns of monthly returns for six hypothetical asset managers (HAM1 through HAM6), the EDHEC Long-Short Equity hedge fund index, the S&P 500 total returns, and total return series for the US Treasury 10-year bond and 3-month bill. Monthly returns for all series end in December 2006 and begin at different periods starting from January 1996.
● Data Source: CranContrib
● Keywords: datasets, ts
● Alias: managers
● 0 images

edhec (Package: PerformanceAnalytics) : EDHEC-Risk Hedge Fund Style Indices

EDHEC composite hedge fund style index returns.
● Data Source: CranContrib
● Keywords: datasets
● Alias: edhec
● 0 images

weights (Package: PerformanceAnalytics) : Selected Portfolio Weights Data

An xts object that contains columns of monthly weights for a subset of the EDHEC hedge fund indexes that demonstrate rebalancing portfolios through time.
● Data Source: CranContrib
● Keywords: datasets
● Alias: weights
● 0 images

prices (Package: PerformanceAnalytics) : Selected Price Series Example Data

A object returned by get.hist.quote of price data for use in the example for Return.calculate
● Data Source: CranContrib
● Keywords: datasets
● Alias: prices
● 0 images