rportfolio
Portfolio Theory

Package index
Search the rportfolio package
Functions
27
Source code
15
Man pages
14
Home
/
CRAN
/
rportfolio: Portfolio Theory
/
Man pages

Man pages for rportfolio
Portfolio Theory

alpha.capmCAPM Alpha
beta.capmCAPM Beta
fundsSample Portfolio Return
jenson.alphaJenson's Alpha
markowitz.modelMarkowitz Mean-Variance Model
premium.activeActive Premium
ratio.informationInformation Ratio
ratio.sharpeSharpe Ratio
ratio.sortinoSortino Ratio
ratio.treynorTreynor Ratio
returns.calAnnualized Returns
risk.premiumRisk Premium of a Security
semi.deviationSemi Deviation/ Down side Deviation
tracking.errorTracking Error
rportfolio documentation built on July 1, 2020, 10:35 p.m.

R Package Documentation

rdrr.io home R language documentation Run R code online

Browse R Packages

CRAN packages Bioconductor packages R-Forge packages GitHub packages

We want your feedback!

Note that we can't provide technical support on individual packages. You should contact the package authors for that.
GitHub issue tracker
ian@mutexlabs.com
Personal blog

 
Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.

Close