SD.syst-methods: Systemic Risk (Standard Deviation)

Description Usage Arguments Value

Description

Get the value of SD.syst, the non-diversifiable part of portfolio standard deviation.

Usage

1
SD.syst(this)

Arguments

this

Object of class GCPM

Value

numeric value of length 1


GCPM documentation built on May 1, 2019, 8:50 p.m.