meanetl.efficient.frontier

a portfolio object with constraints and objectives 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 generate the efficient frontier

n.portfolios

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


Portfolio optimization and analysis routines and graphics.

meanetl.efficient.frontier: Generate the efficient frontier for a mean-etl portfolio

Description

Usage

Arguments

Value