meanvar.efficient.frontier

a portfolio object with constraints created via <code><a rd-options="" href="/link/portfolio.spec?package=PortfolioAnalytics&version=1.0.3636" data-mini-rdoc="PortfolioAnalytics::portfolio.spec">portfolio.spec</a></code>

portfolio

number of portfolios to plot along the efficient frontier

n.portfolios

vector of risk_aversion values to construct the efficient frontier.
<code>n.portfolios</code> is ignored if <code>risk_aversion</code> is specified and the number
of points along the efficient frontier is equal to the length of <code>risk_aversion</code>.

risk_aversion

passthru parameters to <code><a rd-options="" href="/link/optimize.portfolio?package=PortfolioAnalytics&version=1.0.3636" data-mini-rdoc="PortfolioAnalytics::optimize.portfolio">optimize.portfolio</a></code>


This function generates the mean-variance efficient frontier of a portfolio
specifying the constraints and objectives. The <code>portfolio</code> object
should have two objectives: 1) mean and 2) var (or sd or StdDev). If the
portfolio object does not contain these objectives, they will be added
using default parameters.


Portfolio optimization and analysis routines and graphics.

meanvar.efficient.frontier: Generate the efficient frontier for a mean-variance portfolio

Description

Usage

Arguments

Value