print.Markowitz: Print efficient frontier

In IntroCompFinR: Introduction to Computational Finance in R

Description

Print method for Markowitz objects.

Usage

## S3 method for class 'Markowitz'
print(x, ...)

Arguments

x	object of class Markowitz
...	additional arguments passed to print()

Author(s)

Eric Zivot

Examples

# construct the data
asset.names = c("MSFT", "NORD", "SBUX")
er = c(0.0427, 0.0015, 0.0285)
names(er) = asset.names
covmat = matrix(c(0.0100, 0.0018, 0.0011,
                  0.0018, 0.0109, 0.0026,
                  0.0011, 0.0026, 0.0199),
                nrow=3, ncol=3)
r.free = 0.005
dimnames(covmat) = list(asset.names, asset.names)

# tangency portfolio
tan.port <- tangency.portfolio(er, covmat, r.free)
# compute global minimum variance portfolio
gmin.port = globalMin.portfolio(er, covmat)

# compute portfolio frontier
ef <- efficient.frontier(er, covmat, alpha.min=-2,
                         alpha.max=1.5, nport=20)
attributes(ef)
print(ef)

IntroCompFinR documentation built on May 2, 2019, 4:46 p.m.