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line 33
portfolio.risks <- rbind(portfolio.parity$risk_contribution/sum(portfolio.parity$risk_contribution), getCovRiskBudgets(portfolio.tangency))
2 issues:
- parity portfolio is "parity" - why take weights?
- the column name is relative_risk_contribution
so the line should really be just
portfolio.risks <- rbind(portfolio.parity$relative_risk_contribution, getCovRiskBudgets(portfolio.tangency))
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