aap: All available portfolio

Description Usage Arguments Examples

Description

Return of all available portfolio

Usage

1
aap(returns, rg = 0.01, rfr = 0.001, precision = 0.01, mirc = 1, ...)

Arguments

returns

xts or zoo value

rg

goal of returns

rfr

risk free rate

precision

grid precision about investment weight

mirc

maximum investment ratio constraint

Examples

1
2
returns <- xdiff_returns(sample_index, 1)
aap(returns, rg = .01, rfr = .001)

lovetoken/kyoboLT documentation built on May 21, 2019, 7:49 a.m.