returns


Daily log-returns for Standard and Poor's 500 (SP500), Apple (AAPL), Bank of America (BAC), The DOW Chemical Company (DOW), Sun Edison (SUNE).


Computes risk measures from data, as well as performs risk management procedures.

Marcelo Brutti Righi

riskR

Risk Management

returns function

A data frame with 503 observations on the following 6 variables.
  <dl>
    <dt><code>Date</code></dt><dd>a vector of dates</dd> <dt><code>SP500</code></dt><dd>a numeric vector</dd> <dt><code>AAPL</code></dt><dd>a numeric vector</dd> <dt><code>BAC</code></dt><dd>a numeric vector</dd> <dt><code>DOW</code></dt><dd>a numeric vector</dd> <dt><code>SUNE</code></dt><dd>a numeric vector</dd> </dl> 

returns: Real market data for examples

Description

Usage

Arguments

Format

Examples