Description Usage Arguments Value Author(s)
This function checks if a set of weights satisfies all
constraints. This is used as a helper function for random
portfolios created with rp_simplex
and
rp_grid
to eliminate portfolios that do not
satisfy the constraints.
1 |
weights |
vector of weights |
portfolio |
object of class 'portfolio' |
TRUE if all constraints are satisfied, FALSE if any constraint is violated
Ross Bennett
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