efficient_frontier: Efficient frontier.
In veldanie/SuraInvestmentAnalytics: Investment Analytics
View source: R/efficient_frontier.R
efficient_frontier R Documentation
Efficient frontier.
Description
Efficient Frontier.
Usage
efficient_frontier(mu, Sigma, lambda = seq(0.5, 3, 0.25))
Arguments
mu
Expected return
Sigma
Covariance matrix
lambda
Vector of risk aversion coefficients
Value
Vectors or portfolio means and volatilities for different levels of risk aversion, and smooth spline object.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 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/efficient_frontier.R
| efficient_frontier | R Documentation |
Efficient frontier.
Description
Efficient Frontier.
Usage
efficient_frontier(mu, Sigma, lambda = seq(0.5, 3, 0.25))
Arguments
mu |
Expected return |
Sigma |
Covariance matrix |
lambda |
Vector of risk aversion coefficients |
Value
Vectors or portfolio means and volatilities for different levels of risk aversion, and smooth spline object.
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.