select_optimal_portfolio: Select Optimal Portfolio
In chrishaarstick/madstork.opt: MadStork Portfolio Optimization
Description
Usage
Arguments
Value
Description
Selects optimal portfolio given list of canidate portfolios, estimates, and a
target objective
Usage
1
select_optimal_portfolio(portfolios, eobj, target, criteria)
Arguments
portfolios
list of portfolio objects
eobj
estimates object
target
target objective
criteria
string value. set to minimize to select smallest target value
Value
optimal portfolio object
chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.
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Description Usage Arguments Value
Description
Selects optimal portfolio given list of canidate portfolios, estimates, and a target objective
Usage
1 | select_optimal_portfolio(portfolios, eobj, target, criteria)
|
Arguments
portfolios |
list of portfolio objects |
eobj |
estimates object |
target |
target objective |
criteria |
string value. set to minimize to select smallest target value |
Value
optimal portfolio object
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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