global.2004.history {portfolio}R Documentation

portfolioHistory object formed from the global.2004 dataset

Description

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.

Usage

data(global.2004.history)

Format

Formal class 'portfolioHistory' [package "portfolio"] with 7 slots.

Details

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.

Examples

data(global.2004.history)

[Package portfolio version 0.2-2 Index]