mathEfrontCashRisky {PCRA} | R Documentation |
Math Efficient Frontier: Cash and Risky Assets
Description
This function computes and plots a linear efficient frontier that is a mix of a risk-free asset ("cash") and risky stocks (or other assets). It optionally returns the weights along the linear efficient frontier.
Usage
mathEfrontCashRisky(
returns,
npoints = 10,
rf = 0.003,
plot.efront = TRUE,
stock.names = TRUE,
values = FALSE,
scalex = 1.1,
scaley = 1.1,
cexPoints = 0.8,
cexText = 0.8
)
Arguments
returns |
Risky asset returns multivariate xts object |
npoints |
Number of efficient frontier points with default 10 |
rf |
A risk-free rate with default 0.003 |
plot.efront |
Logical variable which if TRUE results in a plot of |
stock.names |
Logical variable with default TRUE |
values |
Logical variable for returning efront values with default FALSE |
scalex |
Horizontal axis scale parameter with default 1.1 |
scaley |
Vertical axis scale parameter with default 1.1 |
cexPoints |
Numerical size parameter for points with default 0.8 |
cexText |
Numerical size parameter for text with default 0.8 |
Value
default is no value returned, and a plot is displayed of the linear efficient frontier. Optionally, a numeric object containing the weights along the linear efficient frontier are displayed. Optionally no plot is displayed.
Examples
args(mathEfrontCashRisky)