minVarPortfolio: Minimum Variance Portfolio
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Details
See Also
Description
Extract the minimum variance portfolio from an efficient frontier
Usage
1
minVarPortfolio(ef)
Arguments
ef
efficient frontier object created via efficientFrontierTwoAsset
Details
Note that the values for the minimum variance portfolio are an approximation
and depend on the number of portfolios used to create the efficient frontier.
See Also
GARPFRM documentation built on May 2, 2019, 5:45 p.m.
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Description Usage Arguments Details See Also
Description
Extract the minimum variance portfolio from an efficient frontier
Usage
1 | minVarPortfolio(ef)
|
Arguments
ef |
efficient frontier object created via |
Details
Note that the values for the minimum variance portfolio are an approximation and depend on the number of portfolios used to create the efficient frontier.
See Also
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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