This class is intended to hold the results from a portfolio optimisation with a constraint on its average draw down.
Objects can be created by calls of the form
...). This class extends the
Numeric, the conditional draw down at risk.
Numeric, threshold value for draw downs at the α level.
timeSeries, the hsitoric portfolios draw downs.
Numeric, vector of optimal weights.
List, the result of the call to GLPK.
Character, the type of the optimized portfolio.
The call to the function that created the object.
No methods defined with class "PortCdd" in the signature.