MarketData

<p>Daily price data for a global equity basket, a global bond basket, and cash</p>

datasets

A collection of functions and data sets that support teaching
a quantitative finance MS level course on Portfolio Construction and Risk
Analysis, and the writing of a textbook for such a course.  The package is
unique in providing several real-world data sets that may be used for problem
assignments and student projects.  The data sets include cross-sections of
stock data from the Center for Research on Security Prices, LLC (CRSP),
corresponding factor exposures data from S&P Global, and several SP500 data
sets.

Doug Martin

PCRA

Companion to Portfolio Construction and Risk Analysis

Alexios Galanos

Kirk Li

Jon Spinney

Thomas Philips

MarketData function

Format

Global Baskets of Equity and Bonds — MarketData

Global Baskets of Equity and Bonds

MarketData: Global Baskets of Equity and Bonds

Description

Usage

Arguments

Format

Examples