ivt_pf_ef: Efficient frontier

In rsquaredacademy/investorr: Tools for Quantitative Finance

Description

Two stock portfolio efficient frontier.

Usage

ivt_pf_ef(returns_1, risk_1, returns_2, risk_2, correlation)

## S3 method for class 'ivt_pf_ef'
plot(x, ...)

Arguments

returns_1	Returns from stock 1.
risk_1	Risk of stock 1.
returns_2	Returns from stock 2.
risk_2	Risk from stock 2.
correlation	Correlation between stock 1 and stock 2.
x	An object of class ivt_pf_ef.
...	Other arguments.

Examples

# risk and return
ivt_pf_ef(8, 10, 16, 20, -1)

# plot efficient frontier
ef <- ivt_pf_ef(8, 10, 16, 20, -1)
plot(ef)

rsquaredacademy/investorr documentation built on May 14, 2019, 2:12 p.m.