plotef {portn} | R Documentation |
Plotting the efficient frontier line from Markowitz (static) portfolio analysis
plotef(mptres)
mptres |
a list from |
This function provides the efficient frontier (blue line) using the result from staticmpt
function. An array of inefficient weights are presented with red line. The observed returns and standard deviations are black dots.
A plot of the efficient frontier
Ando, A. W. and M. L. Mallory. (2012) Optimal Portfolio Design to Reduce Climate-related Conservation Uncertainty in the Prairie Pothole Region. Proceedings of the National Academy of Sciences (PNAS). 109 (17) pp. 6484-6489.
## No change likely scenario of CCI in Figure 2, Ando and Mallory (2012)
rs <- c(0.265,0.671,0.372)
vmat <- matrix(c(0.003,0.005,-0.006,0.005,0.013,-0.010,-0.006,-0.010,0.012),ncol=3)
mus <- seq(min(rs),max(rs),length.out=100)
cci <- staticmpt(mus,rs,vmat)
plotef(cci)