Portfolio

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.

datasets

We provide the collection of data-sets used in the book 'An Introduction to Statistical Learning with Applications in R, Second Edition'. These include many data-sets that we used in the first edition (some with minor changes), and some new datasets.

Trevor Hastie

ISLR2

Introduction to Statistical Learning, Second Edition

Gareth James

Daniela Witten

Rob Tibshirani

Balasubramanian Narasimhan

Portfolio function

A data frame with 100 observations on the following 2 variables.<dl>
 <dt><code>X</code></dt>
<dd>Returns for Asset X</dd> <dt><code>Y</code></dt>
<dd>Returns for Asset Y</dd> 
</dl>

Format

Portfolio Data
 — Portfolio

A data frame with 100 observations on the following 2 variables.<dl>
 <dt><code>X</code></dt>
<dd>Returns for Asset X</dd>

 <dt><code>Y</code></dt>
<dd>Returns for Asset Y</dd>

 
</dl>

Portfolio: Portfolio Data

Description

Usage

Arguments

Format

References

Examples