portCloud
plots a cloud of possible portfolios.
portCloud(model, riskRange = 2, detail = 25, N = 3000, add = TRUE, col = c("#55550044"), pch = 20, subSamp = 1000, xlim = "default", ylim = "default", xlab = "Risk", ylab = "Return", ...)
"stockModel"
.X
is the portfolio with minimum risk, then the portfolio cloud will look aesthetically best to approximately risk of riskRange*X
.TRUE
, then the points are added to the plot. If FALSE
, a new plot is created.add=FALSE
.add=FALSE
.add=FALSE
.add=FALSE
.add=FALSE
, additional arguments for plot
. If add=TRUE
, additional arguments for points
.ports
.ports
.detail
and the stocks themselves are used to produce a relatively uniform looking portfolio cloud.
stockModel
, portPossCurve
data(stock94)
sm <- stockModel(stock94, model='SIM', index=25)
portCloud(sm, add=FALSE)
portPossCurve(sm, 2.5, add=TRUE)
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