evaluate {dispositionEffect}

Portfolio evaluation

Description

Calculate the portfolio value as the sum of each asset portfolio quantity times the excess return of each asset with respect to the market.

Usage

evaluate_portfolio(portfolio, market_prices)

Arguments

portfolio

Data frame of the investor's portfolio at time t.

market_prices

Data frame containing the market prices.

Value

The portfolio value.

See Also

portfolio_compute, gains_losses, closest_market_price