combine.cset: Constraint specifications

In kecoli/PCRM: Companion to Portfolio Construction and Risk Management

Constraint specifications

Description

Constraint specifications

Usage

combine.cset(
  clist = c("sum", "lo", "box", "groups", "mu.target", "turnover.hobbs", "turnover",
    "propcost"),
  returns = returns,
  list.arg = list(sum = NULL, mu.target = NULL, w.initial = NULL, toc = NULL, upper =
    NULL, lower = NULL, group = NULL, upper.group = NULL, lower.group = NULL, ptc = NULL),
  verbose = T
)

Author(s)

Kirk Li [e-mail]

See Also

Other constraints: cset.box(), cset.fixed(), cset.groups(), cset.lo(), cset.mu.target(), cset.propcost(), cset.sum(), cset.turnover.hobbs(), cset.turnover(), propcost.modify(), turnover.hobbs.modify(), turnover.modify()

kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.