[R-SIG-Finance] Risk management research simulation questions

kriskumar at earthlink.net kriskumar at earthlink.net
Thu Aug 31 18:39:38 CEST 2006

Yep that is correct.
hist.mean <- ret.mean %*% wts
Hope this helps

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-----Original Message-----
From: gyadav at ccilindia.co.in
Date: Thu, 31 Aug 2006 17:43:53 
Cc:r-sig-finance at stat.math.ethz.ch, r-sig-finance-bounces at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Risk management research simulation questions

hi Krishna

I feel that there is one more typo error in your code. Please clarify me 
if in case i am wrong....

hist.mean <- sum(ret.mean,wts)

should be multiplication of weights as mean = mu1*wt1 + mu2*wt2 + mu3*wt3


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