levgLongShort: Long Short Portfolio Leverage
In PCRA: Companion to Portfolio Construction and Risk Analysis
View source: R/levgLongShort.R
levgLongShort R Documentation
Long Short Portfolio Leverage
Description
This function computes a time series of portfolio leverages,
defined as the sum of the absolute portfolio weights divided by the sum of
the long position weights
Usage
levgLongShort(wts)
Arguments
wts
Multivariate xts portfolio weights object
Value
an xts time series of portfolio leverages
Author(s)
Doug Martin
Examples
args(levgLongShort)
PCRA documentation built on Aug. 30, 2023, 9:09 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/levgLongShort.R
| levgLongShort | R Documentation |
Long Short Portfolio Leverage
Description
This function computes a time series of portfolio leverages, defined as the sum of the absolute portfolio weights divided by the sum of the long position weights
Usage
levgLongShort(wts)
Arguments
wts |
Multivariate xts portfolio weights object |
Value
an xts time series of portfolio leverages
Author(s)
Doug Martin
Examples
args(levgLongShort)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.