chart.EfficientFrontierOverlay: Plot multiple efficient frontiers

Description

Overlay the efficient frontiers of multiple portfolio objects on a single plot.

Usage

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
)

Arguments

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

Author

Ross Bennett