parmaPort-class | R Documentation |
"parmaPort"
The parma optimal portfolio class.
Objects can be created by calls to parmasolve.
.
solution
:Object of class "vector"
The list with the
optimal values.
model
:Object of class "vector"
A list with details of
the risk model.
signature(object = "parmaPort")
: Summary.
signature(object = "parmaPort")
: Extracts the optimal
weights.
signature(object = "parmaPort")
: Extracts the time
elapsed to solve the problem.
signature(object = "parmaPort")
: Extracts the
arbitrage check on the scenario.
signature(object = "parmaPort")
: Extracts the expected
risk of the optimized portfolio.
signature(object = "parmaPort")
: Extracts the expected
reward of the optimized portfolio.
signature(object = "parmaPort")
: Solver termination
code for the LP and NLP solvers.
Alexios Galanos
showClass("parmaPort")
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.