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.