Description Usage Arguments Value Author(s)
View source: R/optimal.portfolio.markowitz.R
portfolio.weights
conducts a Portfolio Optimization minimizing Standard
Deviation based on Markowitz (1952).
1 | optimal.portfolio.markowitz(model)
|
model |
the portfolio.model to compute the portfolio of |
the portfolio.model including the newly computed optimal portfolio
Ronald Hochreiter, ronald@algorithmic.finance
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