SFRatio: Computing Roy's safety-first ratio
In felixfan/FinCal: Time Value of Money, Time Series Analysis and Computational Finance
Description
Usage
Arguments
See Also
Examples
Description
Computing Roy's safety-first ratio
Usage
1
Arguments
rp
portfolio return
rl
threshold level return
sd
standard deviation of portfolio retwns
See Also
Examples
1
felixfan/FinCal documentation built on May 16, 2019, 12:46 p.m.
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Description Usage Arguments See Also Examples
Description
Computing Roy's safety-first ratio
Usage
1 |
Arguments
rp |
portfolio return |
rl |
threshold level return |
sd |
standard deviation of portfolio retwns |
See Also
Examples
1 |
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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