combine.cset: Constraint specifications
In kecoli/mpo: Companion to Modern Portfolio Optimization with R, 2nd Edition

Description Usage Author(s) See Also

Constraint specifications

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)

Kirk Li kirkli@stat.washington.edu

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/mpo documentation built on May 20, 2019, 8:34 a.m.

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