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Industry_10

Industry Portfolios

Description

A matrix containing daily returns of 10 industry portfolios for the year 2014.

Usage

data("Industry_10")

Format

A matrix (of size 252 x 10) containing daily returns of 10 industry portfolios.

Note

Data are available from Kenneth French's website.

Source

RiskPortfolios

Computation of Risk-Based Portfolios

v2.1.5
GPL (>= 2)
Authors
David Ardia [aut, cre, cph] (<https://orcid.org/0000-0003-2823-782X>), Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]
Initial release
2021-04-21

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