Hi,
I have a sense I have overlooked something pretty basic here, but I'll
risk asking an obvious question. I am trying to use PortfolioAnalytics
as a complement to information provided by an investment consultant.
They are presenting their efficient frontier results with annualized
expected return data. I'm feeding PortfolioAnalytics monthly historical
data, so the resulting chart/summary data is on a monthly basis (I
believe).
Is there a flag for results to be presented on an annualized basis?
Thank in advance - and apologies for overlooking something clear. I did
try to search the docs first :)
Regards,
Matt
_______________________________________________
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.