solve-environment: Nonlinear Objective Presettings
In fPortfolio: Rmetrics - Portfolio Selection and Optimization
solve-environment R Documentation
Nonlinear Objective Presettings
Description
Prests variables for Data, portfolioObjective, portfolioReturn,
and portfolioRisk in the case of NL math programming of
portfolios.
Usage
Data
portfolioObjective(weights)
portfolioReturn(weights)
portfolioRisk(weights)
Arguments
weights
a vector of portfolio weights
References
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
Portfolio Optimization with R/Rmetrics,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
fPortfolio documentation built on April 25, 2023, 9:11 a.m.
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| solve-environment | R Documentation |
Nonlinear Objective Presettings
Description
Prests variables for Data, portfolioObjective, portfolioReturn, and portfolioRisk in the case of NL math programming of portfolios.
Usage
Data
portfolioObjective(weights)
portfolioReturn(weights)
portfolioRisk(weights)
Arguments
weights |
a vector of portfolio weights |
References
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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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