efrontPlot: Plot Efficient Frontier of Mean Variance Optimization

View source: R/efront.constrained.r

efrontPlotR Documentation

Plot Efficient Frontier of Mean Variance Optimization

Description

Plot Efficient Frontier of Mean Variance Optimization

Usage

efrontPlot(
  returns,
  cset = NULL,
  mu.min = NULL,
  mu.max = NULL,
  rf = NULL,
  npoints = 10,
  wts.plot = T,
  wts.xlab = "VOL",
  printout = F,
  bar.ylim = c(0, 2),
  list.arg = NULL,
  is.fancy = TRUE
)

Author(s)

Kirk Li kirkli@stat.washington.edu

See Also

efrontPlot


kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.