optimal.portfolio.mad.long.short: Portfolio Optimization minimizing MAD (Active Extension)
In portfolio.optimization: Contemporary Portfolio Optimization
Description
Usage
Arguments
Value
Author(s)
View source: R/optimal.portfolio.mad.long.short.R
Description
optimal.portfolio.mad.long.short conducts a Portfolio Optimization minimizing Mean
Absolute Deviation (MAD) based on Konno and Yamazaki (1991) including an
active extension
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.
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.
Description Usage Arguments Value Author(s)
View source: R/optimal.portfolio.mad.long.short.R
Description
optimal.portfolio.mad.long.short conducts a Portfolio Optimization minimizing Mean
Absolute Deviation (MAD) based on Konno and Yamazaki (1991) including an
active extension
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
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.