efff: Efficient Frontier

In lovetoken/kyoboLT: Useful R package for kyobo retirement pension marketing team

Description

Efficient Frontier using excess returns

Usage

efff(returns, rg = 0.01, rfr = 0.001, short = "no",
  max.allocation = NULL, risk.premium.up = 0.9, risk.increment = 1e-04,
  plot.only.efff = F, ...)

Arguments

returns	xts or zoo value
rg	numeric value, returns of goal

Examples

returns <- xdiff_returns(sample_index, x = 1)
efff(returns, rg = .01, rfr = .001)

lovetoken/kyoboLT documentation built on May 21, 2019, 7:49 a.m.