PortfolioAnalytics (version 1.0.3636)

randomize_portfolio_v2: version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset

Description

version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset

Usage

randomize_portfolio_v2(portfolio, max_permutations = 200)

Arguments

portfolio

an object of type "portfolio" specifying the constraints for the optimization, see portfolio.spec

max_permutations

integer: maximum number of iterations to try for a valid portfolio, default 200

Value

named weighting vector