port_estim_naive_slim: Naive Portfolio Diversification II
In antshi/auxPort: Auxiliary functions for portfolio optimization
Description
Usage
Arguments
Value
Examples
Description
Calculates the weights of a naive portfolio strategy.
Usage
1
Arguments
p
an integer, specifying the number of stocks.
Value
a vector of length p with the weights of the portfolio.
Examples
1
2
3
data(sp500_rets)
example_rets <- sp500_rets[,2:11]
port_estim_naive_slim(dim(example_rets)[2])
antshi/auxPort documentation built on Oct. 27, 2020, 1:16 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.
Description Usage Arguments Value Examples
Description
Calculates the weights of a naive portfolio strategy.
Usage
1 |
Arguments
p |
an integer, specifying the number of stocks. |
Value
a vector of length p with the weights of the portfolio.
Examples
1 2 3 | data(sp500_rets)
example_rets <- sp500_rets[,2:11]
port_estim_naive_slim(dim(example_rets)[2])
|
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.