bh: Buy and Hold portfolio

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
bh(x, b = NULL)

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

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logopt documentation built on May 2, 2019, 5:49 p.m.