Industry_10

<p>A matrix containing daily returns of 10 industry portfolios for the year 2014.</p>

datasets

Collection of functions designed to compute risk-based portfolios as described
in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.

David Ardia

RiskPortfolios

Computation of Risk-Based Portfolios

Kris Boudt

Jean-Philippe Gagnon-Fleury

Industry_10 function

<p>A matrix (of size 252 x 10) containing daily returns of 10 industry portfolios.</p>

Industry_10: Industry Portfolios

Description

Usage

Arguments

Format