optimal_contrib_uniroot: optimal contribution to reach target.

In veldanie/SuraInvestmentAnalytics: Investment Analytics

optimal contribution to reach target.

Description

Takes the risk aversion coefficient, the covariance matrix and the market cap weights.

Usage

optimal_contrib_uniroot(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))

Arguments

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.

Value

optimal contribution to reach target.

veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.