Displaying 1 result from an estimated 1 matches for "spmib".
Did you mean:
spmi
2008 Sep 03
1
portfolio.optim and assets with weigth equals to zero...
..."Close"))
eng.mi <- coredata(get.hist.quote("ENG.MI", start="2006-09-03",
compression="w", quote="Close"))
tis.mi <- coredata(get.hist.quote("TIS.MI", start="2006-09-03",
compression="w", quote="Close"))
spmib <- coredata(get.hist.quote("^SPMIB", start="2006-09-03",
compression="w", quote="Close"))
f.mi.rets <- diff(log(f.mi[1:(length(f.mi)-1)]))
eng.mi.rets <- diff(log(eng.mi[1:(length(eng.mi)-1)]))
tis.mi.rets <- diff(log(tis.mi[1:(length(tis.mi)-1)]...