Overlay the efficient frontiers of multiple portfolio objects on a single plot.
chart.EfficientFrontierOverlay(R, portfolio_list, type, n.portfolios = 25,
match.col = "ES", search_size = 2000, main = "Efficient Frontiers",
cex.axis = 0.8, element.color = "darkgray", legend.loc = NULL,
legend.labels = NULL, cex.legend = 0.8, xlim = NULL, ylim = NULL, ...,
chart.assets = TRUE, labels.assets = TRUE, pch.assets = 21,
cex.assets = 0.8, col = NULL, lty = NULL, lwd = NULL)an xts object of asset returns
list of portfolio objects created by
portfolio.spec and combined with combine.portfolios
type of efficient frontier, see create.EfficientFrontier
number of portfolios to extract along the efficient frontier.
This is only used for objects of class optimize.portfolio
string name of column to use for risk (horizontal axis). Must match the name of an objective.
passed to optimize.portfolio for type="DEoptim" or type="random".
title used in the plot.
the magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to plot.
provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
location of the legend; NULL, "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
character vector to use for the legend labels.
The magnification to be used for sizing the legend relative to the current setting of 'cex', similar to plot.
set the x-axis limit, same as in plot.
set the y-axis limit, same as in plot.
passthrough parameters to plot.
TRUE/FALSE to include the assets.
TRUE/FALSE to include the asset names in the plot.
plotting character of the assets, same as in plot.
A numerical value giving the amount by which the asset points and labels should be magnified relative to the default.
vector of colors with length equal to the number of portfolios in portfolio_list.
vector of line types with length equal to the number of portfolios in portfolio_list.
vector of line widths with length equal to the number of portfolios in portfolio_list.
Ross Bennett