CRRA: CRRA (Constant Relative Risk Aversion)
In belangerjulie15/Optimisation.Power.Utility: Functions: Optimizing with the Power Utility
Description
Usage
Arguments
Value
Examples
Description
CRRA (Constant Relative Risk Aversion)
Usage
1
Arguments
x
Risky asset value
gamma
Paramater Gamma in the Power Utility function. Must be different than 1.
Value
Utility of a CRRA utility function
Examples
1
CRRA(1.5,4)
belangerjulie15/Optimisation.Power.Utility documentation built on May 13, 2020, 5:39 a.m.
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Description Usage Arguments Value Examples
Description
CRRA (Constant Relative Risk Aversion)
Usage
1 |
Arguments
x |
Risky asset value |
gamma |
Paramater Gamma in the Power Utility function. Must be different than 1. |
Value
Utility of a CRRA utility function
Examples
1 | CRRA(1.5,4)
|
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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