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]