qp_weights_do: portfolio quadratic programming
In FinYang/stocon: Portfolio selection in a Stochastic control setting
View source: R/additional_weights.R
Description
portfolio quadratic programming
Usage
1
qp_weights_do(rt, constr = 1, method = c("quadprogXT"))
FinYang/stocon documentation built on Oct. 15, 2019, 8:31 p.m.
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View source: R/additional_weights.R
Description
portfolio quadratic programming
Usage
1 | qp_weights_do(rt, constr = 1, method = c("quadprogXT"))
|
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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