mathWtsEfrontRisky: Efficient Frontier Portfolio Weights Vectors
Description
Uses time series of asset returns to compute the weights vectors
for a set of points along the efficient frontier that are defined by their
mean return values
Usage
mathWtsEfrontRisky(returns, mu.efront, digits = NULL)
Value
A matrix with first row containing the mean (MU) along the efficient
frontier, the second row containing the standard deviation, and the
following n rows contain the n weight vectors along the efficient fronier
Arguments
- returns
A multivariate xts object of n asset returns
- mu.efront
A vector of specified efficient frontier mean returns
- digits
Integer number of significant digits with default NULL