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]