Description Usage Arguments References
Functions for surface risk analytics.
1 2 3 4 5 6 7 8 | markowitzHull(data, nFrontierPoints=50)
feasibleGrid(hull, trace=FALSE)
bestDiversification(grid, FUN="var", trace=FALSE)
riskSurface(diversification, FUN=NULL, ...)
surfacePlot(surface, type=c("image", "filled.contour"), nlevels=11,
palette=topo.colors, addContour=TRUE, addGrid=TRUE, addHull=TRUE,
addAssets=TRUE, ...)
|
data |
data |
hull |
hull |
surface |
surface |
diversification |
diversification |
FUN |
FUN |
grid |
grid |
nFrontierPoints |
nFrontierPoints |
trace |
trace |
type |
type |
nlevels |
nlevels |
palette |
palette |
addContour |
addContour |
addGrid |
addGrid |
addHull |
addHull |
addAssets |
addAssets |
... |
optional arguments |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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