This function charts the optimize.portfolio
object in risk-return space
and the degree of concentration based on the weights or percentage component
contribution to risk.
chart.Concentration(
object,
...,
return.col = "mean",
risk.col = "ES",
chart.assets = FALSE,
conc.type = c("weights", "pct_contrib"),
col = heat.colors(20),
element.color = "darkgray",
cex.axis = 0.8,
xlim = NULL,
ylim = NULL
)
optimal portfolio created by optimize.portfolio
.
any other passthru parameters.
string matching the objective of a 'return' objective, on vertical axis.
string matching the objective of a 'risk' objective, on horizontal axis.
TRUE/FALSE. Includes a risk reward scatter of the assets in the chart.
concentration type can be based on the concentration of weights or concentration of percentage component contribution to risk (only works with risk budget objective for the optimization).
color palette or vector of colors to use.
color for the border and axes.
The magnification to be used for axis annotation relative to the current setting of cex
.
set the x-axis limit, same as in plot
.
set the y-axis limit, same as in plot
.
Peter Carl and Ross Bennett
optimize.portfolio