markowitzTargetSD: markowitz targeting Standard Deviation
In Bjerring/BEWESO: BEWESO
Description
Usage
Arguments
Examples
Description
Create an efficient frontier
Usage
1
markowitzTargetSD(prices,type,bond.min,equity.max,Tsd)
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
No example
Bjerring/BEWESO documentation built on May 6, 2019, 7:56 a.m.
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Description Usage Arguments Examples
Description
Create an efficient frontier
Usage
1 | markowitzTargetSD(prices,type,bond.min,equity.max,Tsd)
|
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 | No example
|
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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