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

optimize.portfolio


[Package PortfolioAnalytics version 2.0.0 Index]