markowtizTargetMU : Markowitz's mean-variance model
In Bjerring/BEWESO: BEWESO
Description
Usage
Arguments
Examples
Description
Optimize a portfolio according to markowitz's mean variance framework.
Usage
1
Arguments
prices
prices for considered funds
lambda
lambda parameter used by utility function. Leave to zero
maxexp
minimum target return
type
vector indication if the considered fonds are "Equity" or "Bond"
bond.min
minimum concentration in bonds, e.g. 0.25
equity.max
max concentration in stocks, e.g. 0.45
Examples
1
No example
Bjerring/BEWESO documentation built on May 6, 2019, 7:56 a.m.
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Description Usage Arguments Examples
Description
Optimize a portfolio according to markowitz's mean variance framework.
Usage
1 |
Arguments
prices |
prices for considered funds |
lambda |
lambda parameter used by utility function. Leave to zero |
maxexp |
minimum target return |
type |
vector indication if the considered fonds are "Equity" or "Bond" |
bond.min |
minimum concentration in bonds, e.g. 0.25 |
equity.max |
max concentration in stocks, e.g. 0.45 |
Examples
1 | No example
|
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.
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