PortSol-class

Weights

Solution

show,PortSol-method

Solution,PortSol-method

Weights,PortSol-method

update,PortSol-method

This class is intended to hold the results for the weights
  of an optimal portfolio. Currently, this class is used for
  minimum-variance and equal-risk-contributed portfolios. It can further
  be used to store the results of optimal factor weights according to
  one of the aforementioned portfolio types.

classes

Accompanying package of the book 'Financial Risk Modelling
        and Portfolio Optimisation with R'. The data sets used in the
        book are contained in this package.

Bernhard Pfaff

FRAPO

Financial Risk Modelling and Portfolio Optimisation with R

PortSol-class function

Objects can be created by calls of the form <code>new("PortSol", ...)</code>.

Objects from the Class

Class <code>"PortSol"</code>

PortSol-class: Class `"PortSol"`

Description

Arguments

Objects from the Class

Examples