po.SW {REN} | R Documentation |
Perform Stochastic Weight Portfolio Optimization
Description
This function performs stochastic weight portfolio optimization.
Usage
po.SW(x0, b, sample)
Arguments
x0 |
A numeric matrix of asset returns. |
b |
Number of assets to select in each sample. |
sample |
Number of random samples to generate. |
Value
A numeric vector of optimized portfolio weights.
[Package REN version 0.1.0 Index]