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fPortfolio (version 4023.84)

methods-plot: plot-methods

Description

Various plot-methods. In particalur, functions .fportfolio.plot.[i]() will:

  1. plot the efficient frontier,

  2. add minimum risk portfolio,

  3. add tangency portfolio,

  4. add risk/return of single assets,

  5. add equal weights portfolio,

  6. add two asset frontiers [0-1 PF only],

  7. add Monte Carlo portfolios, and/or

  8. add Sharpe ratio [MV PF only].

Usage

.fportfolio.plot.1(x)
.fportfolio.plot.2(x)
.fportfolio.plot.3(x)
.fportfolio.plot.4(x)
.fportfolio.plot.5(x)
.fportfolio.plot.6(x)
.fportfolio.plot.7(x)
.fportfolio.plot.8(x)

Arguments

x

an object of class fPORTFOLIO

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.