get_rebalance_t2: get_rebalance_t2
In audiracmichelle/optimist: Risk Parity Implied Returns
Description
Gets portfolio weights and value at time t2
Usage
1
get_rebalance_t2(dlyChg_t2, portWeightOpen_t2, portValue_t1)
Arguments
dlyChg_t2
daily changes at t2
portWeightOpen_t2
portfolio weight at the open on t2
portValue_t1
portfolio value at t1
audiracmichelle/optimist documentation built on Aug. 21, 2019, 7:55 p.m.
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Description
Gets portfolio weights and value at time t2
Usage
1 | get_rebalance_t2(dlyChg_t2, portWeightOpen_t2, portValue_t1)
|
Arguments
dlyChg_t2 |
daily changes at t2 |
portWeightOpen_t2 |
portfolio weight at the open on t2 |
portValue_t1 |
portfolio value at t1 |
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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