Description Usage Arguments Details Value Author(s)
This function calculates objective measures for an equal weight portfolio.
1 |
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
portfolio |
an object of type "portfolio" specifying the constraints and objectives for the optimization |
... |
any other passthru parameters to
|
This function is simply a wrapper around
constrained_objective
to calculate the
objective measures in the given portfolio
object
of an inverse volatility weight portfolio. The portfolio
object should include all objectives to be calculated.
a list containing the returns, weights, objective measures, call, and portfolio object
Peter Carl
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