portfolio_bacon

A xts object that contains columns of monthly returns for an example of portfolio
and its benchmark

datasets

Collection of econometric functions for performance and
        risk analysis. This package aims to aid practitioners and
        researchers in utilizing the latest research in analysis of
        non-normal return streams.  In general, it is most tested on
        return (rather than price) data on a regular scale, but most
        functions will work with irregular return data as well, and
        increasing numbers of functions will work with P&L or price
        data where possible.

Brian G Peterson

PerformanceAnalytics

Econometric tools for performance and risk analysis.

portfolio_bacon function

CSV conformed into an xts object with monthly observations

portfolio_bacon: Bacon(2008) Data

Description

Usage

Arguments

format

Examples