turnover

Calculates turnover given two vectors of weights.
This is used as an objective function and is called when the user adds an objective of type turnover with <code>add.objective</code>

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

turnover function

<dl><dt>weights</dt>
<dd>vector of weights from optimization</dd>
<dt>wts.init</dt>
<dd>vector of initial weights used to calculate turnover from</dd></dl>

Arguments

Author

Calculates turnover given two vectors of weights.
This is used as an objective function and is called when the user adds an objective of type turnover with add.objective — turnover

<dl>

<dt>weights</dt>
<dd>vector of weights from optimization</dd>


<dt>wts.init</dt>
<dd>vector of initial weights used to calculate turnover from</dd>

</dl>

Calculates turnover given two vectors of weights.
This is used as an objective function and is called when the user adds an objective of type turnover with <code>add.objective</code>

turnover: Calculates turnover given two vectors of weights. This is used as an objective function and is called when the user adds an objective of type turnover with `add.objective`

Description

Usage

Arguments

Author