initializers: Initializers functions

In dispositionEffect: Analysis of Disposition Effect on Financial Portfolios

Initializers functions

Description

Initializers functions

Usage

initializer_portfolio(investor, assets)

initializer_realized_and_paper(investor, assets, method = "all")

initializer_timeseries_DE(investor, assets, datetimes, method)

Arguments

investor	Character string. The name of the investor.
assets	Character vector. The names of the assets traded by the investor.
method	Character string. The method used to compute papers. Allowed values are "count", "total", "value", "duration" and "all".
datetimes	POSIXct vector. The datetimes of the investors' transactions.

Value

Empty data.frame of either investor's portfolio, investor's realized and paper gains and losses results, or time series Disposition Effect based on the chosen method.

Functions

• initializer_portfolio: Empty data.frame of investor's portfolio.

• initializer_realized_and_paper: Empty data.frame of investor's realized and paper gains and losses results based on the chosen method.

• initializer_timeseries_DE: Empty data.frame of investor's time series disposition effect based on the chosen method.

dispositionEffect documentation built on May 30, 2022, 9:05 a.m.