po.SW: Perform Stochastic Weight Portfolio Optimization
In REN: Regularization Ensemble for Robust Portfolio Optimization
po.SW R Documentation
Perform Stochastic Weight Portfolio Optimization
Description
This function performs stochastic weight portfolio optimization.
Usage
po.SW(x0, b, sample)
Arguments
x0
A numeric matrix of asset returns.
b
Number of assets to select in each sample.
sample
Number of random samples to generate.
Value
A numeric vector of optimized portfolio weights.
REN documentation built on Oct. 10, 2024, 5:06 p.m.
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| po.SW | R Documentation |
Perform Stochastic Weight Portfolio Optimization
Description
This function performs stochastic weight portfolio optimization.
Usage
po.SW(x0, b, sample)
Arguments
x0 |
A numeric matrix of asset returns. |
b |
Number of assets to select in each sample. |
sample |
Number of random samples to generate. |
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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