gmv: GMV Portfolio with Constraints
In kecoli/mpo: Companion to Modern Portfolio Optimization with R, 2nd Edition
Description
Usage
Arguments
Author(s)
Description
GMV Portfolio with Constraints
Usage
1
Arguments
cset,
if cset = NULL, then unconstrained gmv
wts.only,
for back-test use default wts.only = T, for efficient frontier use wts.only = F
Author(s)
Kirk Li kirkli@stat.washington.edu
kecoli/mpo documentation built on May 20, 2019, 8:34 a.m.
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.
Description Usage Arguments Author(s)
Description
GMV Portfolio with Constraints
Usage
1 |
Arguments
cset, |
if cset = NULL, then unconstrained gmv |
wts.only, |
for back-test use default wts.only = T, for efficient frontier use wts.only = F |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.