summary.portfolio: Summary method of class portfolio

In IntroCompFinR: Introduction to Computational Finance in R

Description

Summary method for objects of class portfolio. The output is the same as the print. If risk.free is specified then the portfolio Sharpe ratio is also returned.

Usage

## S3 method for class 'portfolio'
summary(object, risk.free = NULL, ...)

Arguments

object	object of class portfolio
risk.free	numeric, risk free rate
...	additional arguments passed to summary()

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)

# compute equally weighted portfolio
ew = rep(1,3)/3
equalWeight.portfolio = getPortfolio(er=er,cov.mat=covmat,weights=ew)
summary(equalWeight.portfolio)

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