test dataset

A sample portfolio edited based on Barra data set in Jan. 2010.

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  • Maintainer: Yang Lu
  • License: GPL-2
  • Last published: 2023-08-21

About the dataset

  • Number of rows: 3000
  • Number of columns: 6
  • Class: data.frame

Column names and types

  • name:factor
  • return:numeric
  • date:Date
  • sector:orderedfactor
  • portfolio:numeric
  • benchmark:numeric