EfficientFrontier: Plot Efficient frontier

In PortfolioAnalysis: Portfolio Optimization Methods

Description

Plots the efficient frontier for the security (mean-variance portfolios)

Usage

EfficientFrontier(
  asset.names,
  increment = 100,
  rf = 0,
  period = c("months", "weeks", "quarters", "years")
)

Arguments

asset.names	Vector of ticker of securities
increment	Number of portfolio to be generated, Default: 100
rf	Risk-free rate of return, Default: 0
period	Period for which the returns are calculated, Default: c("months", "weeks", "quarters", "years")

Details

Give and interactive effient frontier for given securities

Value

Interactive plot of the effiecnt frontier for given security/funds

Examples

EfficientFrontier(c('FXAIX', 'TIBFX'), period = 'days')

PortfolioAnalysis documentation built on Jan. 13, 2021, 3:55 p.m.