risk-surfaceRisk: Surface Risk Analytics
In fPortfolio: Rmetrics - Portfolio Selection and Optimization
risk-surfaceRisk R Documentation
Surface Risk Analytics
Description
Functions for surface risk analytics.
Usage
markowitzHull(data, nFrontierPoints=50)
feasibleGrid(hull, trace=FALSE)
Arguments
data
data
hull
hull
nFrontierPoints
nFrontierPoints
trace
trace
References
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
Portfolio Optimization with R/Rmetrics,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
fPortfolio documentation built on April 25, 2023, 9:11 a.m.
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| risk-surfaceRisk | R Documentation |
Surface Risk Analytics
Description
Functions for surface risk analytics.
Usage
markowitzHull(data, nFrontierPoints=50)
feasibleGrid(hull, trace=FALSE)
Arguments
data |
data |
hull |
hull |
nFrontierPoints |
nFrontierPoints |
trace |
trace |
References
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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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