A modified version of the data set based on MSCI Barra GEM2 data set
in year 2010.
Usage
data(jan)
Arguments
Details
A subset of the data set year. jan contains all the
information necessary to conduct a single-period Brinson
analysis. date.var, cat.var, and return identify
the columns containing the date, the factor to be analyzed, and the
return variable, respectively. bench.weight and
portfolio.weight specify the name of the benchmark weight
column and that of the portfolio weight column in the data frame.