Summarize the portfolio parameters, and compute some metrics for the portfolio
The portfolio to calculate metrics for.
Objects to be passed to subsequent methods, if they existed.
An object of class summary.portfolio containing layer parameters, mean, standard deviation, VaR and tVaR (AEP).
1 2 3 4 5
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.