portfolio-getDefault {fPortfolio} | R Documentation |
Extractor functions to get information from objects of class fPFOLIODATA, fPFOLIOSPEC, fPFOLIODATA, fPFOLIOVAL, and fPORTFOLIO.
getConstraints(object)
getControl(object)
getCov(object)
getCovRiskBudgets(object)
getData(object)
getEstimator(object)
getMean(object)
getMu(object)
getNAssets(object)
getNFrontierPoints(object)
getObjective(object)
getOptim(object)
getOptions(object)
getOptimize(object)
getPortfolio(object)
getParams(object)
getRiskFreeRate(object)
getSeries(object)
getSigma(object)
getSolver(object)
getSpec(object)
getStatistics(object)
getStatus(object)
getAlpha(object)
getTailRisk(object)
getTailRiskBudgets(object)
getTargetReturn(object)
getTargetRisk(object)
getTrace(object)
getType(object)
getWeights(object)
object |
an object of class |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.