VaR: Value at Risk

View source: R/get_port_vals.R

VaRR Documentation

Value at Risk

Description

Get the value at risk.

Usage

VaR(x, probs = 0.05)

Arguments

x

A numeric vector

probs

The probability cutoff to pass to the value at risk.


metafolio documentation built on Oct. 21, 2023, 1:06 a.m.