I'm wondering what reshigh and reslow mean in the portfolio.optim function in the package tseries.
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Joshua Ulrich
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Ravi Unhelkar
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1Please try adding some relevant tags and references – Noy Feb 17 '16 at 14:26
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Try `?portofolio.optim`: `a vector specifying the (optional) lower/upper bound on allowed portfolio weights.` – slamballais Feb 17 '16 at 14:26
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According to the documentation :
reslow
a vector specifying the (optional) lower bound on allowed portfolio weights.
reshigh
a vector specifying the (optional) upper bound on allowed portfolio weights.
TomNash
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