betaprop5: En funktion til beregning af beta som det fremgaar i prop 5/6
In Asbjoern00/Fin1: Praktiske funktioner i forbindelse med typiske opgaver til fin1 eksamen
betaprop5 R Documentation
En funktion til beregning af beta som det fremgaar i prop 5/6
Description
En funktion til beregning af beta som det fremgaar i prop 5/6
Usage
betaprop5(sigma, mv, pf)
Arguments
sigma
covariansmatrix
mv
vaegte for markedsportefoljen
pf
vaegte for portef?ljen man er interesseret i at undersoege
Value
beta
Examples
sigma <- matrix(c(.25,.10,.10,.36),ncol=2)
tangent <- c(0.2857143, 0.7142857)
betaprop5(sigma, tangent, c(1,0))
Asbjoern00/Fin1 documentation built on June 12, 2022, 12:55 a.m.
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| betaprop5 | R Documentation |
En funktion til beregning af beta som det fremgaar i prop 5/6
Description
En funktion til beregning af beta som det fremgaar i prop 5/6
Usage
betaprop5(sigma, mv, pf)
Arguments
sigma |
covariansmatrix |
mv |
vaegte for markedsportefoljen |
pf |
vaegte for portef?ljen man er interesseret i at undersoege |
Value
beta
Examples
sigma <- matrix(c(.25,.10,.10,.36),ncol=2) tangent <- c(0.2857143, 0.7142857) betaprop5(sigma, tangent, c(1,0))
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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