portfolio.model {portfolio.optimization} | R Documentation |
Create a portfolio.model instance (or fix an existing one)
Description
portfolio.model
creates a new S3 portfolio.model instance or
fixes an existing one.
Usage
portfolio.model(input = NULL)
p.mo(input = NULL)
Arguments
input |
model, scenario.set or mean.covariance list |
Value
an S3 object of class portfolio.model
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
[Package portfolio.optimization version 1.0-0 Index]