Express views on the relative expected asset returns as in A. Meucci,
"Fully Flexible Views: Theory and Practice" and compute the first
and second moments.
Usage
meucci.ranking(R, p, order)
Value
The estimated moments based on ranking views
Arguments
R
xts object of asset returns
p
a vector of the prior probability values
order
a vector of indexes of the relative ranking of expected asset
returns in ascending order. For example, order = c(2, 3, 1, 4) means
that the expected returns of R[,2] < R[,3], < R[,1] < R[,4].