optimal.portfolio.1overN {portfolio.optimization} | R Documentation |
1 over N portfolio
Description
optimal.portfolio.1overN
adds a 1 over N portfolio to the portfolio.model
Usage
optimal.portfolio.1overN(model)
Arguments
model |
the portfolio.model to compute the portfolio of |
Value
the portfolio.model including the newly computed optimal portfolio
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
[Package portfolio.optimization version 1.0-0 Index]