global.2004.history {portfolio} | R Documentation |
Contains an object of class portfolioHistory
that contains
exposure, performance, and contribution data for twelve portfolios
formed from the twelve time periods in the global.2004
dataset.
data(global.2004.history)
Formal class 'portfolioHistory' [package "portfolio"] with 7 slots.
The portfolios added to this portfolioHistory
object were long
short, of type sigmoid, and were
formed using the top and bottom quintiles of the cap.bil
variable.
data(global.2004.history)