Description Usage Arguments Value Examples
View source: R/portfolio_construction.R View source: R/summary_stats.R
The function gives the Sharpe ratio of a PF, given its constituents' expected returns, its covariances and weights.
1 |
expectedreturn |
A |
covmatrix |
A |
par |
A |
Numeric vector
conraining the Sharpe ratio.
1 2 3 |
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