Description Usage Arguments Details Value Author(s) See Also Examples
Given a model with short-selling permitted, portCloud
plots a cloud of possible portfolios.
1 2 3 |
model |
An object of class |
riskRange |
A factor to specify how large you would like the portfolio cloud to be. If |
detail |
A parameter that adjusts the appearance of the portfolio cloud. The default value is often adequate. |
N |
A parameter for the number of portfolios to consider. |
add |
If |
col |
Color of the portfolios in the plot. |
pch |
Plotting character of the portfolios. |
subSamp |
The maximum number of portfolios to plot. |
xlim |
Limits for the x axis. Only applied if |
ylim |
Limits for the y axis. Only applied if |
xlab |
Label for the x axis. Only applied if |
ylab |
Label for the y axis. Only applied if |
... |
If |
Which portfolios are actually plotted is dependent on the portfolio possibilities curve. A number of points along the curve, specified by detail
and the stocks themselves are used to produce a relatively uniform looking portfolio cloud.
A list of the following items:
ports |
The portfolios plotted. |
R |
The estimated return associated with each row of |
risk |
The estimated risk associated with each row of |
David Diez and Nicolas Christou
1 2 3 4 | data(stock94)
sm <- stockModel(stock94, model='SIM', index=25)
portCloud(sm, add=FALSE)
portPossCurve(sm, 2.5, add=TRUE)
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