stalebrink: Stalebrink .

Description Usage Format Source Examples

Description

Expected returns and standard deviations by asset class, and correlation matrix

Usage

1

Format

List with 2 elements

ersd

expected returns and standard deviations

cormat

correlation matrix

Source

Stalebrink paper

Examples

1
2

donboyd5/portopt documentation built on May 20, 2019, 2:58 p.m.