turnover: Calculates turnover given two vectors of weights. This is...
In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Author(s)
Description
Calculates turnover given two vectors of weights. This is
used as an objective function and is called when the user
adds an objective of type turnover with
add.objective
Usage
1
Arguments
weights
vector of weights from optimization
wts.init
vector of initial weights used to
calculate turnover from
Author(s)
Ross Bennett
R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.
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Description Usage Arguments Author(s)
Description
Calculates turnover given two vectors of weights. This is
used as an objective function and is called when the user
adds an objective of type turnover with
add.objective
Usage
1 |
Arguments
weights |
vector of weights from optimization |
wts.init |
vector of initial weights used to calculate turnover from |
Author(s)
Ross Bennett
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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