R Dataset / Package ISLR / Portfolio

Submitted by pmagunia on March 9, 2018 - 1:06 PM
Dataset License
GNU General Public License v2.0
Attachment Size
dataset-36515.csv 3.55 KB
Documentation

Portfolio Data

Description

A simple simulated data set containing 100 returns for each of two assets, X and Y. The data is used to estimate the optimal fraction to invest in each asset to minimize investment risk of the combined portfolio. One can then use the Bootstrap to estimate the standard error of this estimate.

Usage

Portfolio

Format

A data frame with 100 observations on the following 2 variables.

X

Returns for Asset X

Y

Returns for Asset Y

Source

Simulated data

References

Games, G., Witten, D., Hastie, T., and Tibshirani, R. (2013) An Introduction to Statistical Learning with applications in R, www.StatLearning.com, Springer-Verlag, New York

Examples

summary(Portfolio)
attach(Portfolio)
plot(X,Y)
--

Dataset imported from https://www.r-project.org.

Documentation License
GNU General Public License v2.0

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