Files in riskParityPortfolio

Design of Risk Parity Portfolios

MD5

NEWS.md README.md

NAMESPACE

DESCRIPTION

R/RcppExports.R R/riskFormulations.R R/plotting.R R/riskParityPortfolio-package.R R/genSolver.R R/rppWithConstraints.R R/riskParityPortfolio.R

src/Makevars.win

src/risk_parity_with_constraints.h

src/Makevars

src/RcppExports.cpp

src/newton_nesterov.cc

src/cyclical_coordinate_descent.h

src/risk_parity_with_constraints.cc

src/cyclical_coordinate_descent.cc

src/newton_nesterov.h

src/objfunctions.h

src/objfunctions.cc

inst/CITATION

inst/doc/slides-RFinance2019.pdf.asis

inst/doc/RiskParityPortfolio.html.asis

inst/doc/slides-ConvexOptimizationCourseHKUST.pdf

inst/doc/RiskParityPortfolio.html

inst/doc/slides-RFinance2019.pdf

inst/doc/slides-ConvexOptimizationCourseHKUST.pdf.asis

build/vignette.rds

tests/testthat.R tests/testthat/_testNormLpApproximation.R tests/testthat/test-riskFormulationsGradients.R tests/testthat/test-riskFormulations.R tests/testthat/test-point-feasibility.R tests/testthat/test-constraints.R tests/testthat/test-newton-cyclical.R tests/testthat/test-pyrb.R tests/testthat/test-checks.R tests/testthat/test-meanReturn.R

vignettes/slides-RFinance2019.pdf.asis

vignettes/RiskParityPortfolio.html.asis

vignettes/slides-ConvexOptimizationCourseHKUST.pdf.asis

vignettes/figures/EWP-and-RPP-w-and-RRC.png

man/barplotPortfolioRisk.Rd man/riskParityPortfolio.Rd man/riskParityPortfolio-package.Rd

riskParityPortfolio documentation built on June 1, 2021, 9:07 a.m.