Description Usage Arguments Value Author(s) Examples

This function computes the betas by inputting the vector of returns and the covaraince matrix of some assets as well as a vector of weights of some portfolio.

1 | ```
betas(wt_p, mu, Omega)
``` |

`wt_p` |
a vector of weights of some portfolio. |

`mu` |
a vector of returns of some assets. |

`Omega` |
a positive definite covaraince matrix of the returns. |

a vector of betas.

Yukai Yang, [email protected]

1 2 3 4 5 6 |

yukai-yang/FE documentation built on Dec. 14, 2017, 3:12 p.m.

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