mctStdDev: mctStdDev
In aaron9011/temStaR-v0.90: Tempered Stable Distribution
View source: R/CVaRMultiNTS_old.R
View source: R/CVaRMultiNTS.R
mctStdDev R Documentation
mctStdDev
Description
Morginal contribution to Risk for Standard Deviation.
Usage
mctStdDev(n, w, covMtx)
Arguments
n
The targer stock to calculate the mctStdDev
w
The capital allocation rate vector for the current portfolio
CovMtx
Covariance matrix of return data.
aaron9011/temStaR-v0.90 documentation built on June 1, 2025, 4:15 p.m.
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View source: R/CVaRMultiNTS_old.R View source: R/CVaRMultiNTS.R
| mctStdDev | R Documentation |
mctStdDev
Description
Morginal contribution to Risk for Standard Deviation.
Usage
mctStdDev(n, w, covMtx)
Arguments
n |
The targer stock to calculate the mctStdDev |
w |
The capital allocation rate vector for the current portfolio |
CovMtx |
Covariance matrix of return data. |
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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