per: Get a portfolio's expected return from asset-class expected...
In donboyd5/portopt: Basic Portfolio Optimization Tools
Description
Usage
Arguments
Value
Examples
Description
Get a portfolio's expected return from asset-class expected returns and weights.
Usage
1
per(ervec, wts)
Arguments
ervec
A vector of asset-class expected returns.
wts
A vector of asset-allocation weights. Should sum to 1.
Value
The portfolio expected return.
Examples
1
2
library("magrittr")
per(stalebrink$ersd$er, c(.25, .25, .2, .15, .1, .05))
donboyd5/portopt documentation built on May 20, 2019, 2:58 p.m.
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Description Usage Arguments Value Examples
Description
Get a portfolio's expected return from asset-class expected returns and weights.
Usage
1 | per(ervec, wts)
|
Arguments
ervec |
A vector of asset-class expected returns. |
wts |
A vector of asset-allocation weights. Should sum to 1. |
Value
The portfolio expected return.
Examples
1 2 | library("magrittr")
per(stalebrink$ersd$er, c(.25, .25, .2, .15, .1, .05))
|
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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