pfweights: Beregner porteføljevægte for minimum varians-portefølje givet...
In Asbjoern00/Fin1: Praktiske funktioner i forbindelse med typiske opgaver til fin1 eksamen
pfweights R Documentation
Beregner porteføljevægte for minimum varians-portefølje givet en specificeret afkastrate
Description
Beregner porteføljevægte for minimum varians-portefølje givet en specificeret afkastrate
Usage
pfweights(mu, sigma, mu_p)
Arguments
mu
En vektor med forventede afkastrater
sigma
covariansmatrix
mu_p
Krævet afkastrate
Value
En vektor af porteføljevægte
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)
mu_p <-0.08
Asbjoern00/Fin1 documentation built on June 12, 2022, 12:55 a.m.
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| pfweights | R Documentation |
Beregner porteføljevægte for minimum varians-portefølje givet en specificeret afkastrate
Description
Beregner porteføljevægte for minimum varians-portefølje givet en specificeret afkastrate
Usage
pfweights(mu, sigma, mu_p)
Arguments
mu |
En vektor med forventede afkastrater |
sigma |
covariansmatrix |
mu_p |
Krævet afkastrate |
Value
En vektor af porteføljevægte
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) mu_p <-0.08
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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