portvar: Calculate the variance of a portfolio
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
Description
This function is called by 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 variance of the portfolio
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value
Description
This function is called by 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 variance of the portfolio
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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