tsapp (version 1.0.4)

FINANCE: Portfolio-Insurance-Strategies

Description

Portfolio-Insurance-Strategies

Usage

FINANCE

Format

FINANCE is a multivariate time series of length 7529:

CPPI

first Portfolio-Insurance-Strategy

TIPP

second Portfolio-Insurance-Strategy

StopLoss

third Portfolio-Insurance-Strategy

SyntheticPut

fourth Portfolio-Insurance-Strategy

CASH

money market investment

Examples

# NOT RUN {
data(FINANCE)
## maybe  tsp(FINANCE) ; plot(FINANCE) 
# }