constructRiskStats: Computes different risk measures for multiple asset returns.
In spushpak/UnequalReturnHist: Unequal Return History
Description
Usage
Arguments
Value
Author(s)
Description
This function computes different risk measures for multiple assets.
Usage
1
constructRiskStats(block_dat)
Arguments
block_dat
contains the returns data for multiple assets.
Value
The function returns the matrix containging risk measures.
risk_mat
A matrix containing risk measures for different assets.
Author(s)
Pushpak Sarkar
spushpak/UnequalReturnHist documentation built on May 24, 2019, 7:20 a.m.
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Description Usage Arguments Value Author(s)
Description
This function computes different risk measures for multiple assets.
Usage
1 | constructRiskStats(block_dat)
|
Arguments
block_dat |
contains the returns data for multiple assets. |
Value
The function returns the matrix containging risk measures.
risk_mat |
A matrix containing risk measures for different assets. |
Author(s)
Pushpak Sarkar
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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