expectedShortfall: use the box constriant to calculate the expected shortfall of...
In zlfccnu/econophysics: Functions for econophysics
Description
Usage
Arguments
Value
View source: R/expectedShortfall.R
Description
use the box constriant to calculate the expected shortfall of a portfolio
Usage
1
expectedShortfall(tickers, returns)
Arguments
tickers
the names of the stocks
returns
the return time series of stocks, log return
Value
a numeric value
zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.
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Description Usage Arguments Value
View source: R/expectedShortfall.R
Description
use the box constriant to calculate the expected shortfall of a portfolio
Usage
1 | expectedShortfall(tickers, returns)
|
Arguments
tickers |
the names of the stocks |
returns |
the return time series of stocks, log return |
Value
a numeric value
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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