portfolio.weights {portfolio.optimization} | R Documentation |
Return the portfolio weights of a portfolio.model
Description
portfolio.weights
return the portfolio weights of a portfolio.model
Usage
portfolio.weights(model)
portfolio(model)
w(model)
weights(model)
x(model)
Arguments
model |
the portfolio.model to return the portfolio weights from |
Value
a vector of portfolio weights or NULL if no weights are available yet.
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
Examples
data(sp100w17av30s)
portfolio.weights(optimal.portfolio(scenario.set))
[Package portfolio.optimization version 1.0-0 Index]