po.JM: Perform James-Stein Portfolio Optimization
In REN: Regularization Ensemble for Robust Portfolio Optimization
po.JM R Documentation
Perform James-Stein Portfolio Optimization
Description
This function uses James-Stein estimation for portfolio optimization.
Usage
po.JM(x0)
Arguments
x0
A numeric matrix of asset returns.
Value
A numeric vector of optimized portfolio weights.
REN documentation built on Oct. 10, 2024, 5:06 p.m.
R Package Documentation
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| po.JM | R Documentation |
Perform James-Stein Portfolio Optimization
Description
This function uses James-Stein estimation for portfolio optimization.
Usage
po.JM(x0)
Arguments
x0 |
A numeric matrix of asset returns. |
Value
A numeric vector of optimized portfolio weights.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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