optimal.portfolio {portfolio.optimization} | R Documentation |
optimal.portfolio
optimizes the portfolio of a model given the current
specification
optimal.portfolio(input = NULL, ...) p.opt(input = NULL, ...) opt.p(input = NULL, ...)
input |
either a portfolio.model or something to convert to a new model |
... |
other parameters to be passed on to the optimization sub-functions. |
an S3 object of class portfolio.model with the optimized portfolio.
Ronald Hochreiter, ronald@algorithmic.finance
data(sp100w17av30s) model <- optimal.portfolio(scenario.set)