powered by
portfolio.weights return the portfolio weights of a portfolio.model
portfolio.weights
portfolio.weights(model)portfolio(model)w(model)weights(model)x(model)
portfolio(model)
w(model)
weights(model)
x(model)
the portfolio.model to return the portfolio weights from
a vector of portfolio weights or NULL if no weights are available yet.
# NOT RUN { data(sp100w17av30s) portfolio.weights(optimal.portfolio(scenario.set)) # }
Run the code above in your browser using DataLab