| Portfolio | R Documentation |
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.
PortfolioA data frame with 100 observations on the following 2 variables.
XReturns for Asset X
YReturns for Asset Y
Simulated data
James, G., Witten, D., Hastie, T., and Tibshirani, R. (2013) An Introduction to Statistical Learning with applications in R, https://www.statlearning.com, Springer-Verlag, New York
summary(Portfolio)
attach(Portfolio)
plot(X,Y)