sp100w17av

<p>A vector sp100w17av with the average trading volume
of all stocks in 2017 - to be used e.g. for a subselection.</p>

datasets

Simplify your portfolio optimization process by applying a contemporary modeling way to model and solve your portfolio problems. While most approaches and packages are rather complicated this one tries to simplify things and is agnostic regarding risk measures as well as optimization solvers. Some of the methods implemented are described by Konno and Yamazaki (1991) <doi:10.1287/mnsc.37.5.519>, Rockafellar and Uryasev (2001) <doi:10.21314/JOR.2000.038> and Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>.

Ronald Hochreiter

portfolio.optimization

Contemporary Portfolio Optimization

sp100w17av function

<p>One named numeric vector of length 101.</p>

sp100w17av: S&P 100 average trading volume over the whole year 2017

Description

Usage

Arguments

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