turnover

vector of weights from optimization

weights

vector of initial weights used to calculate turnover from

wts.init

Calculates turnover given two vectors of weights.
This is used as an objective function and is called when the user adds an objective of type turnover with <code>add.objective</code>

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

turnover function

<dl><dt>weights</dt>
<dd>vector of weights from optimization</dd>
<dt>wts.init</dt>
<dd>vector of initial weights used to calculate turnover from</dd></dl>

Arguments

Author

Calculates turnover given two vectors of weights.
This is used as an objective function and is called when the user adds an objective of type turnover with add.objective — turnover

<dl>

<dt>weights</dt>
<dd>vector of weights from optimization</dd>


<dt>wts.init</dt>
<dd>vector of initial weights used to calculate turnover from</dd>

</dl>

Calculates turnover given two vectors of weights.
This is used as an objective function and is called when the user adds an objective of type turnover with <code>add.objective</code>

turnover: Calculates turnover given two vectors of weights. This is used as an objective function and is called when the user adds an objective of type turnover with `add.objective`

Description

Usage

Arguments

Author