[R-SIG-Finance] A Value at Risk question

[Brian G. Peterson]

On 04/21/2010 12:33 PM, Bogaso wrote:
> Any answer please? I would really appreciate if someone can hint a better
> idea on the approach to quantify risk on this portfolio. Any web-link will
> also be very good.
>
>    

see:

?VaR
?Return.rebalancing

I answered your question already. Theoretical details are covered in the 
documentation.

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock