centroid.complete.mc

Numerical method to estimate complete cases centroid

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

centroid.complete.mc function

<dl><dt>order</dt>
<dd>a vector of indexes of the relative ranking of expected asset 
returns in ascending order. For example, <code>order = c(2, 3, 1, 4)</code> 
expresses a view on the expected returns such that 
R_2 &lt; R_3 &lt; R_1 &lt; R_4</dd>
<dt>simulations</dt>
<dd>number of simulations</dd></dl>

Arguments

Author

Complete Cases Centroid — centroid.complete.mc

<dl>

<dt>order</dt>
<dd>a vector of indexes of the relative ranking of expected asset 
returns in ascending order. For example, <code>order = c(2, 3, 1, 4)</code> 
expresses a view on the expected returns such that 
R_2 &lt; R_3 &lt; R_1 &lt; R_4</dd>


<dt>simulations</dt>
<dd>number of simulations</dd>

</dl>

Complete Cases Centroid

centroid.complete.mc: Complete Cases Centroid

Description

Usage

Value

Arguments

Author

Examples