portfolioexamples_plot (Maximizing Sharpe Ratio)

조회 수: 13 (최근 30일)
Zakaria
Zakaria 2014년 5월 13일
답변: Ryan Lemand 2017년 10월 15일
Portfolioexamples_plot: "A specialized "helper" function portfolioexamples_plot makes it possible to plot all results to be developed here. This first plot shows the distribution of individual assets according to their means and standard deviations of returns. In addition, the equal-weight, market, and cash portfolios are plotted on the same plot. Note that the plot function converts monthly total returns into annualized total returns ." (Added boldness)
Is there any way to disable that this function annualizes the return? My returns are given as the total remaining return until the maturity date (bonds).
Thanks

답변 (1개)

Ryan Lemand
Ryan Lemand 2017년 10월 15일
Hi,
I have the same question. Have you managed to find a solution?
Thanks.

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