On this Picostat.com statistics page, you will find information about the Portfolio data set which pertains to Portfolio Data. The Portfolio data set is found in the ISLR R package. You can load the Portfolio data set in R by issuing the following command at the console data("Portfolio"). This will load the data into a variable called Portfolio. If R says the Portfolio data set is not found, you can try installing the package by issuing this command install.packages("ISLR") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Portfolio R data set. The size of this file is about 3,638 bytes.
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.
A data frame with 100 observations on the following 2 variables.
Returns for Asset X
Returns for Asset Y
Games, G., Witten, D., Hastie, T., and Tibshirani, R. (2013)
An Introduction to Statistical Learning with applications in R,
Springer-Verlag, New York
Dataset imported from https://www.r-project.org.