best.asset: Time evolution of best asset
In logopt: Log optimal (universal) portfolios
Description
Usage
Arguments
Details
Value
Author(s)
Description
Time evolution of the asset with the best terminal price.
Usage
1
best.asset(x)
Arguments
x
Time series of relative prices.
Details
Perform a cumprod per column to recover the time series of each asset
price, find the asset with best terminal price and returns the
corresponding price time series. This corresponds to the price time
series for the best individual asset.
Contrast with best.envelope that construct a time series of the best price at any time index, irrespective of the asset.
Value
Time series of the price for the asset with best terminal price.
Author(s)
Marc Delvaux
logopt documentation built on May 2, 2019, 5:49 p.m.
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Description Usage Arguments Details Value Author(s)
Description
Time evolution of the asset with the best terminal price.
Usage
1 | best.asset(x)
|
Arguments
x |
Time series of relative prices. |
Details
Perform a cumprod per column to recover the time series of each asset price, find the asset with best terminal price and returns the corresponding price time series. This corresponds to the price time series for the best individual asset. Contrast with best.envelope that construct a time series of the best price at any time index, irrespective of the asset.
Value
Time series of the price for the asset with best terminal price.
Author(s)
Marc Delvaux
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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