diversification_constraint

type

div_target

enabled

TRUE/FALSE. The default is message=FALSE. Display messages if TRUE.

message

any other passthru parameters to specify diversification constraint
an object of class 'diversification_constraint'

&#8230;

The diversification constraint specifies a target diversification value. 
This function is called by add.constraint when type="diversification" is 
specified, see <code>add.constraint</code>. Diversification is computed
as <code>1 - sum(weights^2)</code>.

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

diversification_constraint function

<dl><dt>type</dt>
<dd>character type of the constraint</dd>
<dt>div_target</dt>
<dd>diversification target value</dd>
<dt>enabled</dt>
<dd>TRUE/FALSE</dd>
<dt>message</dt>
<dd>TRUE/FALSE. The default is message=FALSE. Display messages if TRUE.</dd>
<dt>...</dt>
<dd>any other passthru parameters to specify diversification constraint
an object of class 'diversification_constraint'</dd></dl>

Arguments

Author

constructor for diversification_constraint — diversification_constraint

<dl>

<dt>type</dt>
<dd>character type of the constraint</dd>


<dt>div_target</dt>
<dd>diversification target value</dd>


<dt>enabled</dt>
<dd>TRUE/FALSE</dd>


<dt>message</dt>
<dd>TRUE/FALSE. The default is message=FALSE. Display messages if TRUE.</dd>


<dt>...</dt>
<dd>any other passthru parameters to specify diversification constraint
an object of class 'diversification_constraint'</dd>

</dl>

diversification_constraint: constructor for diversification_constraint

Description

Usage

Arguments

Author

See Also

Examples