evaluate

evaluate_portfolio

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

portfolio

Data frame containing the market prices.

market_prices

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

Evaluate the presence of disposition effect and others irrational
investor's behaviors based solely on investor's transactions and financial
market data. Experimental data can also be used to perform the analysis.
Four different methodologies are implemented to account for the different
nature of human behaviors on financial markets.
Novel analyses such as portfolio driven and time series disposition effect
are also allowed.

evaluate: Portfolio evaluation

Description

Usage

Arguments

Value

See Also