efficientrand: En funktion til beregning af efficient rand
In Asbjoern00/Fin1: Praktiske funktioner i forbindelse med typiske opgaver til fin1 eksamen
View source: R/efficientrand.R
efficientrand R Documentation
En funktion til beregning af efficient rand
Description
En funktion til beregning af efficient rand
Usage
efficientrand(mu, sigma)
Arguments
mu
En vektor med forventede afkastrater
sigma
covariansmatrix
Value
En tekststreng der specificerer sammenhæng mellem en porteføljes varians og dens forventede afkast. output skal læses som at mu^i = koefficienten foran den i'te potens af forventet afkast
Examples
mu <- c(0.03,0.05,0.06)
sigma <- matrix(c(0.04,0.01,0.01,0.01,0.09,0.01,0.01,0.01,0.16), ncol =3)
efficientrand(mu,sigma)
Asbjoern00/Fin1 documentation built on June 12, 2022, 12:55 a.m.
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.
View source: R/efficientrand.R
| efficientrand | R Documentation |
En funktion til beregning af efficient rand
Description
En funktion til beregning af efficient rand
Usage
efficientrand(mu, sigma)
Arguments
mu |
En vektor med forventede afkastrater |
sigma |
covariansmatrix |
Value
En tekststreng der specificerer sammenhæng mellem en porteføljes varians og dens forventede afkast. output skal læses som at mu^i = koefficienten foran den i'te potens af forventet afkast
Examples
mu <- c(0.03,0.05,0.06) sigma <- matrix(c(0.04,0.01,0.01,0.01,0.09,0.01,0.01,0.01,0.16), ncol =3) efficientrand(mu,sigma)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.