PlotFrontier: Plots the efficient frontier, as it appears in A. Meucci,...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Author(s)
References
Description
Plots the efficient frontier, as it appears in A. Meucci,
"Fully Flexible Views: Theory and Practice", The Risk
Magazine, October 2008, p 100-106.
Usage
1
PlotFrontier(e, s, w)
Arguments
e
the NumPortf x 1 matrix of expected returns for
each portfolio along the efficient frontier
s
the NumPortf x 1 matrix of standard deviation of
returns for each portfolio along the efficient frontier
w
the NumPortf x N matrix of compositions
(security weights) for each portfolio along the efficient
frontier
Author(s)
Xavier Valls flamejat@gmail.com
References
A. Meucci, "Fully Flexible Views: Theory and Practice"
http://www.symmys.com/node/158 See Meucci script
for "RankingInformation/PlotFrontier.m"
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Author(s) References
Description
Plots the efficient frontier, as it appears in A. Meucci, "Fully Flexible Views: Theory and Practice", The Risk Magazine, October 2008, p 100-106.
Usage
1 | PlotFrontier(e, s, w)
|
Arguments
e |
the NumPortf x 1 matrix of expected returns for each portfolio along the efficient frontier |
s |
the NumPortf x 1 matrix of standard deviation of returns for each portfolio along the efficient frontier |
w |
the NumPortf x N matrix of compositions (security weights) for each portfolio along the efficient frontier |
Author(s)
Xavier Valls flamejat@gmail.com
References
A. Meucci, "Fully Flexible Views: Theory and Practice" http://www.symmys.com/node/158 See Meucci script for "RankingInformation/PlotFrontier.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.
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