search for: minrisk

...s, times = nAssets) ewPortfolio <- feasiblePortfolio( data = lppData, spec = ewSpec, constraints = "LongOnly") ewSpec is an object of type Portfolio Spec which has the following slots: model slot type = "MV" a string value optimize = "minRisk" a string value estimator = "covEstimator" a function name tailRisk = list() a list params = list(alpha=0.05, a=1, ...) a list portfolio slot a list weights = NULL a numeric vector targetReturn = NULL...

...ot;time1","nprob","conf","vprob","worry", "QOL","trust","comfort","getit.100","getit.80","getit.60","getit.40", "getit.20","docsaid","notnotice","minrisk","exagg","docwrong","notapply", "trick","misunderst","time2") cnames <- c("prostate.v","colon.v","lung.v","breast.v", "prostate.p","colon.p","lung.p&quo...