bh: Buy and Hold portfolio
In logopt: Log optimal (universal) portfolios
Description
Usage
Arguments
Details
Value
Author(s)
Examples
Description
Calculate the time evolution of a Buy and Hold portfolio wealth given the prices relative and weights.
Usage
1
Arguments
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.
Details
Calculate the time series of prices for the underlying assets, then calculate the wealth as a weighted sum of the individual assets.
Value
Time series of the wealth for the portfolio.
Author(s)
Marc Delvaux
Examples
1
2
3
4
require(logopt)
data(nyse.cover.1962.1984)
w <- bh(nyse.cover.1962.1984)
plot(w, type="l", color="blue")
logopt documentation built on May 2, 2019, 5:49 p.m.
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Description Usage Arguments Details Value Author(s) Examples
Description
Calculate the time evolution of a Buy and Hold portfolio wealth given the prices relative and weights.
Usage
1 |
Arguments
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. |
Details
Calculate the time series of prices for the underlying assets, then calculate the wealth as a weighted sum of the individual assets.
Value
Time series of the wealth for the portfolio.
Author(s)
Marc Delvaux
Examples
1 2 3 4 | require(logopt)
data(nyse.cover.1962.1984)
w <- bh(nyse.cover.1962.1984)
plot(w, type="l", color="blue")
|
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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