lower.bound: Set lower bounds on assets
In portfolio.optimization: Contemporary Portfolio Optimization
Description
Usage
Arguments
Value
Author(s)
Description
lower.bound sets lower bounds on assets within a portfolio.model
Usage
1
lower.bound(model, v1 = NULL, v2 = NULL)
Arguments
model
the portfolio.model to adapt the lower bounds
v1
either one lower bound or lower bounds for all assets
v2
if not empty then v1 contains the positions (or names)
and v2 the bounds
Value
portfolio.model with new lower bounds
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.
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Description Usage Arguments Value Author(s)
Description
lower.bound sets lower bounds on assets within a portfolio.model
Usage
1 | lower.bound(model, v1 = NULL, v2 = NULL)
|
Arguments
model |
the portfolio.model to adapt the lower bounds |
v1 |
either one lower bound or lower bounds for all assets |
v2 |
if not empty then v1 contains the positions (or names) and v2 the bounds |
Value
portfolio.model with new lower bounds
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
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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