Search Archives
Search tips
from:Name
Search by author name, e.g. from:Duncan Murdoch
"exact phrase"
Match an exact phrase
word1 word2
Match messages containing both words
Date range
Use the date pickers to filter results to a time period
Use the list dropdown to narrow results to a specific mailing list. Combine from: with other terms to filter by author and content.
[PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe
Joshua Knipe
·
Aug 6, 2019
·
r-sig-finance
Hi Brian, Thank you for your response - I was a bit unclear as to what exactly the rebalancing loop entailed but that helped clear things up. Thank you also for all the work you've done in developing both PerformanceAnalytics...
[PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe
Joshua Knipe
·
Aug 4, 2019
·
r-sig-finance
I am using the PortfolioAnalytics package to run a multi-period optimisation on a stock universe of just over 100 stocks but I'm running into some issues. I would like to exclude certain stocks at each rebalancing date but...
Can't find what you're looking for? Try searching with Google .