Description Usage Arguments Details Value Author(s) See Also Examples
Plot the portfolio possibilities curve or the efficient frontier for models that permit short-selling.
1 2 3 |
model |
An object of class |
riskRange |
A parameter to specify how much of the portfolio possibilities curve to plot. If |
detail |
The number of points to include on the portfolio possibilities curve. A small number will result a curve that is evidently made up of lines while a large number will provide more detail but takes more memory. The default value is generally adequate. |
effFrontier |
If |
add |
If |
type |
Plotting method. |
xlab |
Label for the x axis. Only applied if |
ylab |
Label for the y axis. Only applied if |
doNotPlot |
If |
... |
If |
If the curve is not smooth, first try decreasing the riskRange
. If this is unsuccessful in producing a plot to the detail desired, increase the detail
. Generally it is advisable to attempt to adjust the riskRange
before adjusting detail
.
portPossCurve
returns a list of the following items:
R |
The returns of points along the curve. |
risk |
The risk of points along the curve. |
ports |
The portfolios corresponding to |
David Diez
1 2 3 4 | data(stock94)
sm <- stockModel(stock94, model='SIM', index=25)
portPossCurve(sm, 2)
portCloud(sm, 2.5)
|
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