wt_normal: Market Cap Weighted & Equal Weighted Portfolio

Description Usage Arguments Examples

View source: R/wt_normal.R

Description

This function solves for market cap weights portfolio & equal weights The upper limit for market cap portfolio can be set.

Usage

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wt_normal(MarketCap, MaxWeight = NULL, type = "VW")

Arguments

MarketCap

Market Capital

MaxWeight

Maximum weight for market cap weighted portfolio. If not entered, twice the equal weight is applied

type

"VW" for value(cap) weight, "EW" for equal weight

Examples

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## Not run: 
  wt_normal(MarketCap, MaxWeight=0.05, type = "VW")
  
## End(Not run)

hyunyulhenry/HenryQuant documentation built on Nov. 15, 2019, 2:28 a.m.