portfolio_return: Porfolio return

View source: R/portfolio_return.R

portfolio_returnR Documentation

Porfolio return

Description

Estimates portfolio mean return, variance and annualized volatility.

Estimates portfolio mean return, variance and annualized volatility.

Usage

portfolio_return(weights, mean_returns, covar_mat)

portfolio_return(weights, mean_returns, covar_mat)

Arguments

weights

Portfolio weights.

mean_returns

Portfolio mean returns.

covar_mat

Covariance matrix of returns.

weights

Portfolio weights.

mean_returns

Portfolio mean returns.

covar_mat

Covariance matrix of returns.

Value

Portfolio mean, variance and annualized volatility.

Portfolio mean, variance and annualized volatility.


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