Man pages for CLA
Critical Line Algorithm in Pure R
| CLA | Critical Line Algorithm for mean-variance optimal portfolio |
| findMu | Find mu(W) and W, given sigma(W) and CLA result |
| findSig | Find sigma(W) and W, given mu(W) and CLA result |
| MS | Means (Mu) and Standard Deviations (Sigma) of the "Turning... |
| muS.10ex | 10 Assets Example Data from Markowitz & Todd |
| muSigmaGarch | Compute (mu, Sigma) for a Set of Assets via GARCH fit |
| muS.sp500 | Return Expectation and Covariance for "FRAPO"s SP500 data |
| plot.CLA | Plotting CLA() results including Efficient Frontier |
