Man pages for FRAPO
Financial Risk Modelling and Portfolio Optimisation with R
| BookEx | Utility functions for handling book examples |
| capser | Capping a series to bounds |
| DivRatios | Diversification Measures |
| ESCBFX | ESCB FX Reference Rates |
| EuroStoxx50 | EURO STOXX 50 |
| FTSE100 | FTSE 100 |
| INDTRACK1 | INDTRACK1: Hang Seng Index and Constituents |
| INDTRACK2 | INDTRACK2: DAX 100 Index and Constituents |
| INDTRACK3 | INDTRACK3: FTSE 100 Index and Constituents |
| INDTRACK4 | INDTRACK4: S&P 100 Index and Constituents |
| INDTRACK5 | INDTRACK5: Nikkei 225 Index and Constituents |
| INDTRACK6 | INDTRACK6: S&P 500 Index and Constituents |
| MIBTEL | Milano Indice Borsa Telematica |
| mrc | Marginal Contribution to Risk |
| MultiAsset | Multi Asset Index Data |
| NASDAQ | NASDAQ |
| PAveDD | Portfolio optimisation with average draw down constraint |
| PCDaR | Portfolio optimisation with conditional draw down at risk... |
| PERC | Equal risk contributed portfolios |
| PGMV | Global Minimum Variance Portfolio |
| plot-methods | Methods for Function 'plot' in Package 'graphics' |
| PMaxDD | Portfolio optimisation with maximum draw down constraint |
| PMD | Most Diversified Portfolio |
| PMinCDaR | Portfolio optimisation for minimum conditional draw down at... |
| PMTD | Minimum Tail Dependent Portfolio |
| PortAdd-class | Class '"PortAdd"' |
| PortCdd-class | Class '"PortCdd"' |
| PortDD-class | Class '"PortDD"' |
| PortMdd-class | Class '"PortMdd"' |
| PortSol-class | Class '"PortSol"' |
| returnconvert | Convert Returns from continuous to discrete and vice versa |
| returnseries | Continuous and discrete returns |
| SP500 | Standard & Poor's 500 |
| sqrm | Square root of a quadratic matrix |
| StockIndex | Stock Index Data |
| StockIndexAdj | Stock Index Data |
| StockIndexAdjD | Stock Index Data |
| tdc | Tail Dependence Coefficient |
| trdbilson | Bilson Trend |
| trdbinary | Binary Trend |
| trdes | Exponentially Smoothed Trend |
| trdhp | Hodrick-Prescott Filter |
| trdsma | Simple Moving Average |
| trdwma | Weighted Moving Average |
