portfolio.model: Create a portfolio.model instance (or fix an existing one)

Description Usage Arguments Value Author(s)

View source: R/portfolio.model.R

Description

portfolio.model creates a new S3 portfolio.model instance or fixes an existing one.

Usage

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portfolio.model(input = NULL)

p.mo(input = NULL)

Arguments

input

model, scenario.set or mean.covariance list

Value

an S3 object of class portfolio.model

Author(s)

Ronald Hochreiter, ronald@algorithmic.finance


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