evaluate: Portfolio evaluation
In dispositionEffect: Analysis of Disposition Effect on Financial Portfolios
evaluate R Documentation
Portfolio evaluation
Description
Calculate the portfolio value as the sum of each
asset portfolio quantity times the excess return of each asset
with respect to the market.
Usage
evaluate_portfolio(portfolio, market_prices)
Arguments
portfolio
Data frame of the investor's portfolio at time t.
market_prices
Data frame containing the market prices.
Value
The portfolio value.
See Also
portfolio_compute, gains_losses,
closest_market_price
dispositionEffect documentation built on May 30, 2022, 9:05 a.m.
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| evaluate | R Documentation |
Portfolio evaluation
Description
Calculate the portfolio value as the sum of each asset portfolio quantity times the excess return of each asset with respect to the market.
Usage
evaluate_portfolio(portfolio, market_prices)
Arguments
portfolio |
Data frame of the investor's portfolio at time t. |
market_prices |
Data frame containing the market prices. |
Value
The portfolio value.
See Also
portfolio_compute, gains_losses,
closest_market_price
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.
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