calculate_alpha: Provided a returns time series, it will return Jensen's Alpha
In rfinance: Set of Tools for Financial Analysis
Description
Provided a returns time series, it will return Jensen's Alpha
Usage
1
calculate_alpha(Ra, Rb, Rf = 0)
Arguments
Ra
A time series of asset returns
Rb
A time series of benchmark returns
Rf
A time series of risk free rate
rfinance documentation built on Oct. 26, 2021, 9:07 a.m.
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Description
Provided a returns time series, it will return Jensen's Alpha
Usage
1 | calculate_alpha(Ra, Rb, Rf = 0)
|
Arguments
Ra |
A time series of asset returns |
Rb |
A time series of benchmark returns |
Rf |
A time series of risk free rate |
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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