portfolio_return: Portfolio return
In samthorold/riskparity: Asset allocation for risk parity
View source: R/portfolio_return.R
portfolio_return R Documentation
Portfolio return
Description
Portfolio return
Usage
portfolio_return(w, r)
Arguments
w
vector
r
vector
Value
vector
Examples
w <- c(.55, .25, .2)
r <- c(0.08, 0.04, 0.03)
portfolio_return(w, r)
samthorold/riskparity documentation built on March 20, 2022, 4:03 p.m.
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View source: R/portfolio_return.R
| portfolio_return | R Documentation |
Portfolio return
Description
Portfolio return
Usage
portfolio_return(w, r)
Arguments
w |
vector |
r |
vector |
Value
vector
Examples
w <- c(.55, .25, .2) r <- c(0.08, 0.04, 0.03) portfolio_return(w, r)
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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