RelValAnalysis: The RelValAnalysis Package
In RelValAnalysis: Relative Value Analysis
Description
Details
Author(s)
References
Description
Classes and functions for analyzing the performance of portfolios relative to a benchmark.
Details
Package: RelValAnalysis
Type: Package
Version: 1.0
Date: 2014-06-25
License: GPL-2 | GPL-3
Author(s)
Ting-Kam Leonard Wong
Maintainer: Ting-Kam Leonard Wong <wongting@uw.edu>
References
Fernholz, E. R. (2002) Stochastic portfolio theory. Springer.
Karatzas, I. and R. Fernholz (2009). Stochastic portfolio theory: an overview. Handbook of numerical analysis 15, 89-167.
Pal, S. and T.-K. L. Wong (2013). Energy, entropy, and arbitrage. arXiv preprint arXiv:1308.5376.
Pal, S. and T.-K. L. Wong (2014). The geometry of relative arbitrage. arXiv preprint arXiv:1402.3720.
RelValAnalysis documentation built on May 2, 2019, 3:09 a.m.
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Description Details Author(s) References
Description
Classes and functions for analyzing the performance of portfolios relative to a benchmark.
Details
| Package: | RelValAnalysis |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2014-06-25 |
| License: | GPL-2 | GPL-3 |
Author(s)
Ting-Kam Leonard Wong
Maintainer: Ting-Kam Leonard Wong <wongting@uw.edu>
References
Fernholz, E. R. (2002) Stochastic portfolio theory. Springer.
Karatzas, I. and R. Fernholz (2009). Stochastic portfolio theory: an overview. Handbook of numerical analysis 15, 89-167.
Pal, S. and T.-K. L. Wong (2013). Energy, entropy, and arbitrage. arXiv preprint arXiv:1308.5376.
Pal, S. and T.-K. L. Wong (2014). The geometry of relative arbitrage. arXiv preprint arXiv:1402.3720.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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