Description Usage Arguments Value Examples
Get a portfolio's expected return from asset-class expected returns and weights.
1 | per(ervec, wts)
|
ervec |
A vector of asset-class expected returns. |
wts |
A vector of asset-allocation weights. Should sum to 1. |
The portfolio expected return.
1 2 | library("magrittr")
per(stalebrink$ersd$er, c(.25, .25, .2, .15, .1, .05))
|
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