evaluate {dispositionEffect}

R Documentation

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

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