randomize_portfolio

randomize_portfolio_v2

version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset

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

randomize_portfolio function

<dl><dt>portfolio</dt>
<dd>an object of type "portfolio" specifying the constraints for the optimization, see <code>portfolio.spec</code></dd>
<dt>max_permutations</dt>
<dd>integer: maximum number of iterations to try for a valid portfolio, default 200</dd></dl>

Arguments

Peter Carl, Brian G. Peterson, (based on an idea by Pat Burns)

Author

version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset — randomize_portfolio

<dl>

<dt>portfolio</dt>
<dd>an object of type "portfolio" specifying the constraints for the optimization, see <code>portfolio.spec</code></dd>


<dt>max_permutations</dt>
<dd>integer: maximum number of iterations to try for a valid portfolio, default 200</dd>

</dl>

randomize_portfolio: version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset

Description

Usage

Value

Arguments

Author