[Returnanalytics-commits] r3122 - pkg/PortfolioAnalytics/demo

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Sep 16 22:10:15 CEST 2013


Author: rossbennett34
Date: 2013-09-16 22:10:15 +0200 (Mon, 16 Sep 2013)
New Revision: 3122

Modified:
   pkg/PortfolioAnalytics/demo/00Index
Log:
Updating 00Index for demo files.

Modified: pkg/PortfolioAnalytics/demo/00Index
===================================================================
--- pkg/PortfolioAnalytics/demo/00Index	2013-09-16 20:01:00 UTC (rev 3121)
+++ pkg/PortfolioAnalytics/demo/00Index	2013-09-16 20:10:15 UTC (rev 3122)
@@ -12,6 +12,7 @@
 demo_opt_combine Demonstrate how to combine and chart the optimal weights for multiple optimizations.
 demo_weight_concentration Demonstrate how to use the weight concentration objective.
 backwards_compat Demonstrate how to solve optimization problems using v1 specification with a v1_constraint object.
-demo_random_portfolios Demonstrate examples from script.workshop2012.R using random portfolios
-demo_proportional_cost_ROI Demonstrate how to use proportional transaction cost constraint with quadprog solver
+demo_random_portfolios Demonstrate examples from script.workshop2012.R using random portfolios.
+demo_proportional_cost Demonstrate how to use proportional transaction cost constraint.
+demo_return_target Demonstrate how to specify a target return as a constraint or objective.
 



More information about the Returnanalytics-commits mailing list