optimal.portfolio.1overN: 1 over N portfolio

Description Usage Arguments Value Author(s)

View source: R/optimal.portfolio.1overN.R

Description

optimal.portfolio.1overN adds a 1 over N portfolio to the portfolio.model

Usage

1

Arguments

model

the portfolio.model to compute the portfolio of

Value

the portfolio.model including the newly computed optimal portfolio

Author(s)

Ronald Hochreiter, ronald@algorithmic.finance


portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.