API for highOrderPortfolios
Design of High-Order Portfolios Including Skewness and Kurtosis
| Global functions | |
|---|---|
| .MVSKnloptr | Source code |
| .QCQP2SOCP | Source code |
| .apprxHessian | Source code |
| .idx_mask | Source code |
| .maxEigHsnK | Source code |
| .maxEigHsnS | Source code |
| X100 | Man page |
| X200 | Man page |
| X50 | Man page |
| design_MVSK_portfolio_via_sample_moments | Man page Source code |
| design_MVSK_portfolio_via_skew_t | Man page Source code |
| design_MVSKtilting_portfolio_via_sample_moments | Man page Source code |
| estimate_sample_moments | Man page Source code |
| estimate_skew_t | Man page Source code |
| eval_portfolio_moments | Man page Source code |
| highOrderPortfolios-package | Man page |
