dominant_asset_matrix: Estimate the expectation E((1+R_j)/(1+Ri)) for every pair of...
In shill1729/kellyfractions: Optimize log returns
View source: R/dominantAssetTheorem.R
dominant_asset_matrix R Documentation
Estimate the expectation E((1+R_j)/(1+Ri)) for every pair of assets
Description
This is simply a sample average of the ratio of returns
between each asset in the data-set.
Usage
dominant_asset_matrix(r)
Arguments
r
the periodic arithmetic returns of the assets
Details
If the row entries are all less than one (except for the diagonal), then
this is the dominant asset.
Value
matrix
shill1729/kellyfractions documentation built on July 16, 2025, 6:21 p.m.
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.
View source: R/dominantAssetTheorem.R
| dominant_asset_matrix | R Documentation |
Estimate the expectation E((1+R_j)/(1+Ri)) for every pair of assets
Description
This is simply a sample average of the ratio of returns between each asset in the data-set.
Usage
dominant_asset_matrix(r)
Arguments
r |
the periodic arithmetic returns of the assets |
Details
If the row entries are all less than one (except for the diagonal), then this is the dominant asset.
Value
matrix
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.