excess_ret: Subtract risk-free from returns
In alejandro-sotolongo/InvestR: Collection of functions for quantitative investment analysis
Description
Usage
Arguments
Value
Description
Subtract risk-free from returns
Usage
1
excess_ret(x, rf, period = NULL)
Arguments
x
xts object of returns
rf
xts object with the risk-free return time-series
period
optional period to change the frequency, default value of NULL
will not change the frequency and leave the time-series as is
Value
xts object containing x less rf
alejandro-sotolongo/InvestR documentation built on Jan. 9, 2021, 2:20 p.m.
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Description Usage Arguments Value
Description
Subtract risk-free from returns
Usage
1 | excess_ret(x, rf, period = NULL)
|
Arguments
x |
xts object of returns |
rf |
xts object with the risk-free return time-series |
period |
optional period to change the frequency, default value of NULL will not change the frequency and leave the time-series as is |
Value
xts object containing x less rf
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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