Description Usage Arguments References
A collection and description of functions
allowing to get information about an object
of class fPORTFOLIO.
The functions are:
getData | Extracts ..., |
getSeries | Extracts ..., |
getStatistics | Extracts ..., |
getNAssets | Extracts ..., |
getSpec | Extracts ..., |
getType | Extracts ..., |
getEstimator | Extracts ..., |
getParams | Extracts ..., |
getSolver | Extracts ..., |
getTrace | Extracts ..., |
getConstraints | Extracts ..., |
getPortfolio | Extracts ..., |
getWeights | Extracts ..., |
getTargetReturn | Extracts ..., |
getTargetRisk | Extracts ..., |
getAlpha | Extracts ..., |
getRiskFreeRate | Extracts ..., |
getNFrontierPoints | Extracts ..., |
getStatus | Extracts ..., |
getCovRiskBudgets | Extracts ..., |
getTailRiskBudgets | Extracts ... . |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 | ## S3 method for class 'fPORTFOLIO'
getData(object)
## S3 method for class 'fPORTFOLIO'
getSeries(object)
## S3 method for class 'fPORTFOLIO'
getNAssets(object)
## S3 method for class 'fPORTFOLIO'
getUnits(x)
## S3 method for class 'fPORTFOLIO'
getStatistics(object)
## S3 method for class 'fPORTFOLIO'
getMean(object)
## S3 method for class 'fPORTFOLIO'
getCov(object)
## S3 method for class 'fPORTFOLIO'
getMu(object)
## S3 method for class 'fPORTFOLIO'
getSigma(object)
## S3 method for class 'fPORTFOLIO'
getEstimator(object)
## S3 method for class 'fPORTFOLIO'
getSpec(object)
## S3 method for class 'fPORTFOLIO'
getModel(object)
## S3 method for class 'fPORTFOLIO'
getType(object)
## S3 method for class 'fPORTFOLIO'
getOptimize(object)
## S3 method for class 'fPORTFOLIO'
getEstimator(object)
## S3 method for class 'fPORTFOLIO'
getTailRisk(object)
## S3 method for class 'fPORTFOLIO'
getParams(object)
## S3 method for class 'fPORTFOLIO'
getOptim(object)
## S3 method for class 'fPORTFOLIO'
getSolver(object)
## S3 method for class 'fPORTFOLIO'
getTrace(object)
## S3 method for class 'fPORTFOLIO'
getConstraints(object)
## S3 method for class 'fPORTFOLIO'
getPortfolio(object)
## S3 method for class 'fPORTFOLIO'
getWeights(object)
## S3 method for class 'fPORTFOLIO'
getTargetReturn(object)
## S3 method for class 'fPORTFOLIO'
getTargetRisk(object)
## S3 method for class 'fPORTFOLIO'
getAlpha(object)
## S3 method for class 'fPORTFOLIO'
getRiskFreeRate(object)
## S3 method for class 'fPORTFOLIO'
getNFrontierPoints(object)
## S3 method for class 'fPORTFOLIO'
getStatus(object)
## S3 method for class 'fPORTFOLIO'
getCovRiskBudgets(object)
## S3 method for class 'fPORTFOLIO'
getTailRiskBudgets(object)
## S3 method for class 'fPORTFOLIO'
getA(object)
## S3 method for class 'fPORTFOLIO'
getControl(object)
## S3 method for class 'fPORTFOLIO'
getObjective(object)
## S3 method for class 'fPORTFOLIO'
getOptions(object)
|
object |
an object of class |
x |
an object of class |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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