EffFrontier: Efficient Frontier

Description Usage Arguments Examples

Description

Create an efficient frontier

Usage

1
  EffFrontier(prices,type,bond.min,equity.max,no.fp)

Arguments

prices

prices for considered funds

type

vector indication if the considered fonds are "Equity" or "Bond"

bond.min

minimum concentration in bonds, e.g. 0.25

equity.max

max concentration in stocks, e.g. 0.45

no.fp

Number of points in the efficient frontier

Examples

1

Bjerring/BEWESO documentation built on May 6, 2019, 7:56 a.m.