extractObjectiveMeasures {PortfolioAnalytics} | R Documentation |
Extract the objective measures
Description
This function will extract the objective measures from the optimal portfolio
run via optimize.portfolio
Usage
extractObjectiveMeasures(object)
Arguments
object |
list returned by optimize.portfolio |
Value
list of objective measures
Author(s)
Ross Bennett
See Also
[Package PortfolioAnalytics version 2.0.0 Index]