maxmu: Compute the Max Mean Return Portfolio with Constraints This...
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
View source: R/mvo.constrained.r
maxmu R Documentation
Compute the Max Mean Return Portfolio with Constraints
This is primarily to compute the maximum mean return with constraints
Description
Compute the Max Mean Return Portfolio with Constraints
This is primarily to compute the maximum mean return with constraints
Usage
maxmu(returns, cset, mu.only = TRUE, digits = NULL, verbose = FALSE)
Author(s)
Kirk Li kirkli@stat.washington.edu
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.
R Package Documentation
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View source: R/mvo.constrained.r
| maxmu | R Documentation |
Compute the Max Mean Return Portfolio with Constraints This is primarily to compute the maximum mean return with constraints
Description
Compute the Max Mean Return Portfolio with Constraints This is primarily to compute the maximum mean return with constraints
Usage
maxmu(returns, cset, mu.only = TRUE, digits = NULL, verbose = FALSE)
Author(s)
Kirk Li kirkli@stat.washington.edu
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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