This function returns the marginal contributions to portfolio risk, whereby the latter is defined in terms of the portfolio standard deviation.
Vector: portfolio weights.
Matrix: Variance-covariance matrix of portfolio assets.
The marginal contributions to risk are computed for a given dispersion matrix and weight vector.
numeric, the marginal risk contributions of the portfolio's
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.