portfolioexamples_plot (Maximizing Sharpe Ratio)

14 vues (au cours des 30 derniers jours)
Zakaria
Zakaria le 13 Mai 2014
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

Réponses (1)

Ryan Lemand
Ryan Lemand le 15 Oct 2017
Hi,
I have the same question. Have you managed to find a solution?
Thanks.

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