plotef {portn}

Plot the efficient frontier line

Description

Plotting the efficient frontier line from Markowitz (static) portfolio analysis

Usage

plotef(mptres)

Arguments

mptres

a list from staticmpt function

Details

This function provides the efficient frontier (blue line) using the result from staticmpt function. An array of inefficient weights are presented with red line. The observed returns and standard deviations are black dots.

Value

A plot of the efficient frontier

References

Ando, A. W. and M. L. Mallory. (2012) Optimal Portfolio Design to Reduce Climate-related Conservation Uncertainty in the Prairie Pothole Region. Proceedings of the National Academy of Sciences (PNAS). 109 (17) pp. 6484-6489.

See Also

staticmpt

Examples

## No change likely scenario of CCI in Figure 2, Ando and Mallory (2012)
rs <- c(0.265,0.671,0.372)
vmat <- matrix(c(0.003,0.005,-0.006,0.005,0.013,-0.010,-0.006,-0.010,0.012),ncol=3)
mus <- seq(min(rs),max(rs),length.out=100)
cci <- staticmpt(mus,rs,vmat)
plotef(cci)