GenWsDE: Generate global weigths for US/Intl(DM/EM) using original DRI...
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Generate global weigths for US/Intl(DM/EM) using original DRI (DE rep)
Usage
1
Arguments
DE.signal
xts object of DRI signal (DE rep, trans to dri.dm, dri.em),
representing proportion of initial weights in global portfolio in DM (EFA)
and EM (EEM) that should be transfer to the US portfolio (original DRI signal)
names
colnames of output, i.e. colnames(monthly.ret)
us.init, dm.init
numeric initial weights of us in global, dm in intl
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description
Generate global weigths for US/Intl(DM/EM) using original DRI (DE rep)
Usage
1 |
Arguments
DE.signal |
xts object of DRI signal (DE rep, trans to dri.dm, dri.em), representing proportion of initial weights in global portfolio in DM (EFA) and EM (EEM) that should be transfer to the US portfolio (original DRI signal) |
names |
colnames of output, i.e. colnames(monthly.ret) |
us.init, dm.init |
numeric initial weights of us in global, dm in intl |
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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