This function calculates objective measures for an equal weight portfolio.
equal.weight(R, portfolio, ...)
a list containing the returns, weights, objective measures, call, and portfolio object
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
an object of type "portfolio" specifying the constraints and objectives for the optimization
any other passthru parameters to constrained_objective
Ross Bennett
This function is simply a wrapper around constrained_objective
to calculate the objective measures in the given portfolio
object of
an equal weight portfolio. The portfolio object should include all objectives
to be calculated.