optimal.portfolio: Meta-function to optimize portfolios given a portfolio.model...

In portfolio.optimization: Contemporary Portfolio Optimization

Description

optimal.portfolio optimizes the portfolio of a model given the current specification

Usage

optimal.portfolio(input = NULL, ...)

p.opt(input = NULL, ...)

opt.p(input = NULL, ...)

Arguments

input	either a portfolio.model or something to convert to a new model
...	other parameters to be passed on to the optimization sub-functions.

Value

an S3 object of class portfolio.model with the optimized portfolio.

Author(s)

Ronald Hochreiter, [e-mail]

Examples

data(sp100w17av30s)
model <- optimal.portfolio(scenario.set)

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