I'm using fPortfolio to determine the minimum variance portfolio which
works fine. However, I can't seem to get direct access to the Target Return
and Risk values.
result <- minvariancePortfolio(data, globminSpec, "LongOnly")
will output
[..]
Target Return and Risks:
mean mu Cov Sigma
0.0302 0.0302 0.0143 0.0143
[..]
The question is how can I directly access "mean" and "Sigma"?
I tried getTargetReturn(result) but it returns "NA"
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