| CAC |
CAC 40 Index (Daily, xts) |
| DAX |
DAX Index (Daily, xts) |
| DJ |
Dow Jones Industrial Average Index (Daily, xts) |
| DJ_const |
Dow Jones Industrial Average Constituents (Daily, xts) |
| EURSTOXX |
Euro Stoxx 50 Index (Daily, xts) |
| EURSTX_const |
Euro Stoxx 50 Constituents (Daily, xts) |
| extdata |
Raw Data Files Shipped with the Book's Import Examples |
| FamaFrench |
Fama–French Factors (Weekly, xts) |
| Fred |
FRED-MD Macro Factors and Dow Jones Index Changes (Monthly, 2015–2019) |
| FTSE |
FTSE 100 Index (Daily, xts) |
| FTSE_const |
FTSE 100 Constituents (Daily, xts) |
| FungHsieh |
Fung–Hsieh Factors (Monthly, xts) |
| f_clayton_copula_2d_pdf |
Clayton Copula PDF (2-Dimensional) |
| f_display_copula |
Display a Bivariate Copula Surface |
| f_efficient_frontier |
Compute a Long-Only Mean–Variance Efficient Frontier |
| f_gumbel_copula_2d_cdf |
Gumbel Copula CDF (2-Dimensional) |
| f_gumbel_copula_2d_pdf |
Gumbel Copula PDF (2-Dimensional) |
| f_mdp |
Most Diversified Portfolio |
| f_mvsk_portfolio |
Higher-Moment Efficient Portfolios |
| f_normal_copula_pdf |
Multivariate Normal Copula PDF |
| f_portfolio_moments |
Portfolio Co-Moments (Variance, Co-Skewness, Co-Kurtosis) |
| f_ptf_max_U |
Maximize Truncated MVSK Utility with Box & Budget Constraints |
| f_student_copula_pdf |
Multivariate Student-t Copula PDF |
| f_tail_dependence |
Empirical Tail Dependence and Exceedance Correlation |
| GOLD |
Gold Price (Daily, xts) |
| GoyalWelch |
Goyal–Welch Predictive Variables (Monthly, U.S.) |
| HSI |
Hang Seng Index (Daily, xts) |
| NIKKEI |
NIKKEI 225 Index (Daily, xts) |
| SMI |
Swiss Market Index (Daily, xts) |
| SP500 |
S&P 500 Index (Daily, xts) |
| SP500_const |
S&P 500 Constituents (Weekly, xts) |
| TermStructure |
Daily Term Structure (1m–30y) |
| VIX |
CBOE Volatility Index VIX (Daily, xts) |
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