ConstantPortfolio is creates an
fgp object representing the constant-weighted portfolio with a given weight vector.
a numeric probability vector.
The constant-weighetd portfolio is a functionally generated portfolio generated by the geometric mean (see
GeometricMean). One example is the equal-weighted portfolio. The portfolio maintains the same weight in every period.
Fernholz, E. R. (2002) Stochastic portfolio theory. Springer.
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.