parma: Portfolio Allocation and Risk Management Applications

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

AuthorAlexios Ghalanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
Date of publication2016-08-25 22:54:03
MaintainerAlexios Ghalanos <alexios@4dscape.com>
LicenseGPL-3
Version1.5-3

View on CRAN

Functions

checkarbitrage Man page
checkarbitrage,ANY-method Man page
checkarbitrage,parmaPort-method Man page
cmaes Man page
cmaes.control Man page
etfdata Man page
ineqfun.bsturnover.min Man page
ineqfun.bsturnover.opt Man page
ineqfun.turnover.min Man page
ineqfun.turnover.opt Man page
ineqfun.variance.min Man page
ineqfun.variance.opt Man page
ineqjac.bsturnover.min Man page
ineqjac.bsturnover.opt Man page
ineqjac.turnover.min Man page
ineqjac.turnover.opt Man page
ineqjac.variance.min Man page
ineqjac.variance.opt Man page
parma Man page
parmafrontier Man page
parmafrontier,ANY-method Man page
parmafrontier-methods Man page
parmafrontier,parmaSpec-method Man page
parmaget Man page
parmaget,ANY-method Man page
parmaget,parmaSpec-method Man page
parma-package Man page
parmaPort-class Man page
parmareward Man page
parmareward,ANY-method Man page
parmareward,parmaPort-method Man page
parmarisk Man page
parmarisk,ANY-method Man page
parmarisk,parmaPort-method Man page
parmaset<- Man page
parmaset<-,ANY,ANY-method Man page
parmaset<-,parmaSpec,vector-method Man page
parmasolve Man page
parmasolve,ANY-method Man page
parmasolve-methods Man page
parmasolve,parmaSpec-method Man page
parmaspec Man page
parmaspec,ANY-method Man page
parmaSpec-class Man page
parmaspec-methods Man page
parmastatus Man page
parmastatus,ANY-method Man page
parmastatus,parmaPort-method Man page
parmautility Man page
parmautility,ANY-method Man page
parmautility-methods Man page
riskfun Man page
show,parmaPort-method Man page
show,parmaSpec-method Man page
Socp Man page
SocpControl Man page
SocpPhase1 Man page
SocpPhase2 Man page
tictoc Man page
tictoc,ANY-method Man page
tictoc,parmaPort-method Man page
weights,parmaPort-method Man page

Files

parma
parma/inst
parma/inst/CITATION
parma/inst/COPYRIGHTS
parma/inst/parma.tests
parma/inst/parma.tests/parma.tests.R
parma/inst/doc
parma/inst/doc/Portfolio_Optimization_in_parma.pdf
parma/inst/doc/Portfolio_Optimization_in_parma.Rnw
parma/src
parma/src/Makevars
parma/src/socp.c
parma/src/socp.h
parma/NAMESPACE
parma/data
parma/data/etfdata.rda
parma/Changelog
parma/R
parma/R/p-constraints.R parma/R/p-GNLP.R parma/R/p-main.R parma/R/p-SOCP.R parma/R/Socp.R parma/R/p-timeseries.R parma/R/p-cmaes.R parma/R/p-fun.R parma/R/p-Utility.R parma/R/p-methods.R parma/R/p-NLP.R parma/R/p-QP.R parma/R/p-MILP.R parma/R/p-classes.R parma/R/zzz.R parma/R/p-LP.R
parma/vignettes
parma/vignettes/solvers.tex
parma/vignettes/Portfolio_Optimization_in_parma.tex
parma/vignettes/parmabib.bib
parma/vignettes/mam.png
parma/vignettes/lpnlp2.tex
parma/vignettes/parma.tex
parma/vignettes/mam.tex
parma/vignettes/lpnlp1.tex
parma/vignettes/lpmutility.png
parma/vignettes/frontier.tex
parma/vignettes/lpmutility.tex
parma/vignettes/frontier.png
parma/vignettes/riskcompare.tex
parma/vignettes/Portfolio_Optimization_in_parma.Rnw
parma/README.md
parma/MD5
parma/build
parma/build/vignette.rds
parma/DESCRIPTION
parma/man
parma/man/parmaPort-class.Rd parma/man/SocpPhase1.Rd parma/man/constraints.Rd parma/man/parmasolve-methods.Rd parma/man/parmaspec-methods.Rd parma/man/parmautility-methods.Rd parma/man/riskfun.Rd parma/man/Socp.Rd parma/man/etfdata.Rd parma/man/parmafrontier-methods.Rd parma/man/parma-package.Rd parma/man/SocpPhase2.Rd parma/man/parmaSpec-class.Rd parma/man/SocpControl.Rd parma/man/cmaes-solver.Rd
parma/.Rinstignore

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.