Description Usage Arguments Value Author(s)
View source: R/optimal.portfolio.mad.R
optimal.portfolio.mad
conducts a Portfolio Optimization minimizing Mean
Absolute Deviation (MAD) based on Konno and Yamazaki (1991)
1 | optimal.portfolio.mad(model)
|
model |
the portfolio.model to compute the portfolio of |
the portfolio.model including the newly computed optimal portfolio
Ronald Hochreiter, ronald@algorithmic.finance
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.