a-class-fPFOLIOCON: Portfolio Constraints Handling

fPFOLIOCONR Documentation

Portfolio Constraints Handling

Description

Creates a fPFOLIOCON object from string constraints.

Usage

## S4 method for signature 'fPFOLIOCON'
show(object)

Arguments

object

an object of class fPFOLIOCON as returned by the function portfolioData.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.


fPortfolio documentation built on Jan. 14, 2024, 8:21 p.m.