R/calc_certainty_equivalent_return.R

Defines functions calc_certainty_equivalent_return

calc_certainty_equivalent_return <- function(
  expected_return,
  variance,
  risk_tolerance
) {

  (1 + expected_return) * exp(-variance / (2 * risk_tolerance)) - 1
}

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R4GoodPersonalFinances documentation built on June 8, 2025, 11:18 a.m.