CAC                     CAC 40 Index (Daily, xts)
DAX                     DAX Index (Daily, xts)
DJ                      Dow Jones Industrial Average Index (Daily, xts)
DJ_const                Dow Jones Industrial Average Constituents
                        (Daily, xts)
EURSTOXX                Euro Stoxx 50 Index (Daily, xts)
EURSTX_const            Euro Stoxx 50 Constituents (Daily, xts)
FTSE                    FTSE 100 Index (Daily, xts)
FTSE_const              FTSE 100 Constituents (Daily, xts)
FamaFrenchMonthly       Fama–French Factors (Monthly, xts)
FamaFrenchWeekly        Fama–French Factors (Weekly, xts)
Fred                    FRED-MD Macro Factors and Dow Jones Returns
                        (Monthly, 2015–2019)
FungHsieh               Fung–Hsieh Factors (Monthly, xts)
GOLD                    Gold Price (Daily, xts)
GoyalWelch              Goyal–Welch Predictive Variables (Monthly,
                        U.S.)
HSI                     Hang Seng Index (Daily, xts)
NIKKEI                  NIKKEI 225 Index (Daily, xts)
SMI                     Swiss Market Index (Daily, xts)
SP500                   S&P 500 Index (Daily, xts)
TermStructure           Daily Term Structure (1m–30y)
VIX                     CBOE Volatility Index VIX (Daily, xts)
f_clayton_copula_2d_pdf
                        Clayton Copula PDF (2-Dimensional)
f_display_copula        Display a Bivariate Copula Surface
f_efficient_frontier    Compute a Long-Only Mean–Variance Efficient
                        Frontier
f_gumbel_copula_2d_cdf
                        Gumbel Copula CDF (2-Dimensional)
f_gumbel_copula_2d_pdf
                        Gumbel Copula PDF (2-Dimensional)
f_normal_copula_pdf     Multivariate Normal Copula PDF
f_portfolio_moments     Portfolio Co-Moments (Variance, Co-Skewness,
                        Co-Kurtosis)
f_ptf_max_U             Maximize Truncated MVSK Utility with Box &
                        Budget Constraints
f_student_copula_pdf    Multivariate Student-t Copula PDF
f_tail_dependence       Empirical Tail Dependence and Exceedance
                        Correlation
