po.TZT {REN} | R Documentation |
Perform Portfolio Optimization Using TZT Method
Description
This function performs portfolio optimization using the TZT method.
Usage
po.TZT(x0, gamma)
Arguments
x0 |
A numeric matrix of asset returns. |
gamma |
A numeric parameter for the TZT method. |
Value
A numeric vector of optimized portfolio weights.
[Package REN version 0.1.0 Index]