portret: Calculate the return of a portfolio

Description Usage Arguments Value

View source: R/portstats.r

Description

This is the expected return given the capital market assumptions

Usage

1

Arguments

cma

Capital market assumptions. Must have a ret item with a length the length of w

w

Weights of the assets in a portfolio

Value

value representing the variance of the portfolio


rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.