Description Usage Arguments Value Note Examples
generates all possible portfolios of the form b = (b_1, b_2, ... b_m), where b_i - b_i-1 = step and, 0 < step < 1.
1 | gen_sample_portfolios(n_assets, step = 0.05)
|
n_assets |
number of assets within each portfolio |
step |
step length |
Matrix with portfolio weights; each row represents a portfolio
can lead to memory problems for n_assets > 5
. Alternatively
use gen_rand_portfolios
.
1 | gen_sample_portfolios(2, step=0.05)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.