portfolio.moments.bl

an xts, vector, matrix, data frame, timeSeries or zoo object of
asset returns

an object of type <code>portfolio</code> specifying the
constraints and objectives for the optimization, see
<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

list containing arguments to be passed down to lower level
functions, default NULL

momentargs

vector of length N of the prior expected values. The sample mean
is used if <code>Mu=NULL</code>.

an N x N matrix of the prior covariance matrix. The sample
covariance is used if <code>Sigma=NULL</code>.

Sigma


Set portfolio moments for use by lower level optimization functions using
a basic Black Litterman model.


Portfolio optimization and analysis routines and graphics.

portfolio.moments.bl: Portfolio Moments

Description

Usage

Arguments