demo_returns dataset

Asset returns used in Ang, Chen and Xing (RFS, 2006), sorted into ten portfolios.

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  • Maintainer: Siegfried Köstlmeier
  • License: BSD_3_clause + file LICENSE
  • Last published: 2019-12-05

About the dataset

  • Number of rows: 462
  • Number of columns: 10
  • Class: matrix, array

Column names and types

  • X__1:numeric
  • X__2:numeric
  • X__3:numeric
  • X__4:numeric
  • X__5:numeric
  • X__6:numeric
  • X__7:numeric
  • X__8:numeric
  • X__9:numeric
  • X__10:numeric