portReturnTwoAsset: Portfolio Return for a Portfolio of Two Assets

Description Usage Arguments Details Value

Description

Calculate the portfolio return for a portfolio of two assets

Usage

1
portReturnTwoAsset(R1, R2, X1)

Arguments

R1

expected return for asset 1

R2

expected return for asset 2

X1

fraction of portfolio invested in asset 1

Details

This is a specialized function to calculate the return of a portfolio of two assets following the equations presented in Chapter 3: Delineating Efficient Portfolios.

Value

portfolio expected return


GARPFRM documentation built on May 2, 2019, 5:45 p.m.