equal.weight: Create an equal weight portfolio

In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Create an equal weight portfolio

Description

This function calculates objective measures for an equal weight portfolio.

Usage

equal.weight(R, portfolio, ...)

Arguments

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 constrained_objective

Details

This function is simply a wrapper around constrained_objective to calculate the objective measures in the given portfolio object of an equal weight portfolio. The portfolio object should include all objectives to be calculated.

Value

a list containing the returns, weights, objective measures, call, and portfolio object

Author(s)

Ross Bennett

braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.