maxmu: Compute the Max Mean Return Portfolio with Constraints This...
In kecoli/mpo: Companion to Modern Portfolio Optimization with R, 2nd Edition
Description
Compute the Max Mean Return Portfolio with Constraints
This is primarily to compute the maximum mean return with constraints
Usage
1
Author(s)
Kirk Li kirkli@stat.washington.edu
kecoli/mpo documentation built on May 20, 2019, 8:34 a.m.
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Description
Compute the Max Mean Return Portfolio with Constraints This is primarily to compute the maximum mean return with constraints
Usage
1 |
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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