This function calculates objective measures for an equal weight portfolio.
Usage
equal.weight(R, portfolio, ...)
Arguments
R
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
portfolio
an object of type "portfolio" specifying the constraints and objectives for the optimization
...
any other passthru parameters to constrained_objective
Value
a list containing the returns, weights, objective measures, call, and portfolio object
Details
This function is simply a wrapper around constrained_objective
to calculate the objective measures in the given portfolio object of
an equal weight portfolio. The portfolio object should include all objectives
to be calculated.