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RiskParity.R issues with Risk contribution #3
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I just download .zip in the master branch (latest), the issue is still there, but there's more : In the gitbook build version leaving this is fine, but changing it will cause error, but in the pdf version it needed to be changed in order to compile the book (epub is the same as pdf) |
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line 33
portfolio.risks <- rbind(portfolio.parity$risk_contribution/sum(portfolio.parity$risk_contribution), getCovRiskBudgets(portfolio.tangency))
2 issues:
so the line should really be just
portfolio.risks <- rbind(portfolio.parity$relative_risk_contribution, getCovRiskBudgets(portfolio.tangency))
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