View source: R/portfolio_return.R
portfolio_return | R Documentation |
Estimates portfolio mean return, variance and annualized volatility.
Estimates portfolio mean return, variance and annualized volatility.
portfolio_return(weights, mean_returns, covar_mat)
portfolio_return(weights, mean_returns, covar_mat)
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. |
Portfolio mean, variance and annualized volatility.
Portfolio mean, variance and annualized volatility.
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