Description Usage Arguments Details Value Author(s) Examples

Calculate the time evolution of a Buy and Hold portfolio wealth given the prices relative and weights.

1 |

`x` |
Time series of relative prices |

`b` |
The portfolio weights with two variants: NULL or a vector. NULL will be transformed as the uniform vector. |

Calculate the time series of prices for the underlying assets, then calculate the wealth as a weighted sum of the individual assets.

Time series of the wealth for the portfolio.

Marc Delvaux

1 2 3 4 | ```
require(logopt)
data(nyse.cover.1962.1984)
w <- bh(nyse.cover.1962.1984)
plot(w, type="l", color="blue")
``` |

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