PortAdd-class {FRAPO} | R Documentation |
"PortAdd"
This class is intended to hold the results from a portfolio optimisation with a constraint on its average draw down.
Objects can be created by calls of the form new("PortAdd",
...)
. This class extends the "PortSol"
class.
AveDD
:Numeric, the average draw down.
DrawDown
:timeSeries, the hsitoric portfolio's draw downs.
weights
:Numeric, vector of optimal weights.
opt
:List, the result of the call to GLPK.
type
:Character, the type of the optimized portfolio.
call
:The call to the function that created the object.
Class "PortSol"
, directly.
No methods defined with class "PortAdd" in the signature.
Bernhard Pfaff
"PortSol"
, "PortMdd"
,
"PortCdd"
showClass("PortAdd")