Man pages for parma
Portfolio Allocation and Risk Management Applications

cmaes-solverThe Covariance Matrix Adaptation Evolution Strategy (cmaes)...
constraintsNLP custom constraint functions
etfdata15 Exchange Traded Funds (ETFs)
parmafrontier-methodsEfficient Frontier Generator
parma-packageThe parma package
parmaPort-classClass '"parmaPort"'
parmasolve-methodsPortfolio Allocation Model Solver
parmaSpec-classClass '"parmaSpec"'
parmaspec-methodsPortfolio Allocation Model Specification
parmautility-methodsUtility Based Optimization
riskfunPortfolio Risk Measures
SocpSecond-order Cone Programming
SocpControlControl Variables for Socp
SocpPhase1SOCP: Initialising objective variable x in primal form
SocpPhase2SOCP: Initialising objective variable z in dual form
parma documentation built on May 29, 2017, 5:53 p.m.