portrisk: Calculate the standard deviation of a portfolio

Description Usage Arguments Value

View source: R/portstats.r

Description

This function calls the portrisk function

Usage

1

Arguments

cma

Capital market assumptions. Must have a cov item that is a square matrix each dimension matching the length of w

w

Weights of the assets in a portfolio

Value

value representing the standard deviation of the portfolio


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