create.efficient.frontier: Create an efficient frontier using the pairwise iteration...

In rexmacey/TaxAwareAA: Tax Aware Asset Allocation

Description

Create an efficient frontier using the pairwise iteration algorithm

Usage

create.efficient.frontier(cma, cma.ta, OptimizationParameters, pctassets,
  n.portfolios = 10)

Arguments

cma	Capital Market Assumptions
cma.ta	Capital Market Assumptions - tax adjusted
OptimizationParameters	Optimization parameters
pctassets	Percent of assets in each account
n.portfolios	Number of points on the efficient frontier

Value

EFF object

Examples

create.eff.pairwise(cma, cma.ta, OptimizationParameters, pctassets, 10)

rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.