minmu: Compute the minimu of mean return using GMV
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
View source: R/mvo.constrained.r
minmu R Documentation
Compute the minimu of mean return using GMV
Description
Compute the minimu of mean return using GMV
Usage
minmu(returns, cset = NULL)
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
| minmu | R Documentation |
Compute the minimu of mean return using GMV
Description
Compute the minimu of mean return using GMV
Usage
minmu(returns, cset = NULL)
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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