calc_port_vol: Portfolio volatility
In alejandro-sotolongo/CriticalLineAlgo: Portfolio Optimization using the Critical Line Algorithm
calc_port_vol R Documentation
Portfolio volatility
Description
Portfolio volatility
Usage
calc_port_vol(cov_mat, w)
Arguments
cov_mat
expected covariance matrix
w
portfolio weight column
alejandro-sotolongo/CriticalLineAlgo documentation built on June 1, 2024, 1:18 p.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.
| calc_port_vol | R Documentation |
Portfolio volatility
Description
Portfolio volatility
Usage
calc_port_vol(cov_mat, w)
Arguments
cov_mat |
expected covariance matrix |
w |
portfolio weight column |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.