View source: R/optimal_contrib.R
optimal_contrib | R Documentation |
Takes the risk aversion coefficient, the covariance matrix and the market cap weights.
optimal_contrib(pr_simul, port, rc_1 = 0.25, rc_2 = 0.333, rc_3 = 0.5,
L_contrib = NA, L = 12, B = 2.5, Y = 0, gr_1, gr_2,
pe_target = c(0.1, 0.2, 0.3))
pr_simul |
Price Simul. |
port |
Portfolio. |
rc_1 |
Contrib rate year 1. |
rc_2 |
Contrib rate year 2. |
rc_3 |
Contrib rate year 3 onwards. |
L_contrib |
Contribution years. |
L |
Fund Horizon |
B |
Param distribution over time. |
Y |
Yield. |
gr_1 |
Growth rate 2nd year onwards. |
gr_2 |
Growth rate 2nd year onwards. |
pe_target |
PE target. |
optimal contribution to reach target.
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