fondi.dat {Rfwdmv}R Documentation

Investment Funds Data

Description

These data contain information on 103 investment funds operating in Italy since April 1996.

Usage

data(fondi.dat)

Format

A data frame with 103 observations on the following 3 variables.

y1
a numeric vector, the short term (12 months) performance.
y2
a numeric vector, the medium term (36 months) performance.
y3
a numeric vector, the medium term (36 months) volatility.

Details

The scatter plot matrix of the data shows there seem to be two clusters, with a few observations in between.

Source

Zani (2000), p. 194. An introduction to the data in English is given by Cerioli and Zani (2001).

References

Atkinson, Riani and Cerioli (2004), p. 592-593; http://www.riani.it/arc.

Examples

data(fondi.dat)

[Package Rfwdmv version 0.72-2 Index]