factor_stdev_contrib: Statistical factor contribution to portfolio standard...
In samthorold/riskparity: Asset allocation for risk parity
View source: R/factor_stdev_contrib.R
factor_stdev_contrib R Documentation
Statistical factor contribution to portfolio standard deviation
Description
Statistical factor contribution to portfolio standard deviation
Usage
factor_stdev_contrib(w, s, C)
Arguments
w
matrix
s
matrix
C
matrix
Value
vector
samthorold/riskparity documentation built on March 20, 2022, 4:03 p.m.
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View source: R/factor_stdev_contrib.R
| factor_stdev_contrib | R Documentation |
Statistical factor contribution to portfolio standard deviation
Description
Statistical factor contribution to portfolio standard deviation
Usage
factor_stdev_contrib(w, s, C)
Arguments
w |
matrix |
s |
matrix |
C |
matrix |
Value
vector
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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