Man pages for rportfolios
Random Portfolio Generation
| collapse.segments | Collapse a list or vectors of portfolio segments |
| extract.segments | Extract Investment Segment Exposures |
| overweight.segments | Overweight Active Investment Segment Exposures |
| portfolio.composite | Merge portfolios into a composite |
| portfolio.difference | Portfolio Difference Measure |
| portfolio.diversification | Portfolio Diversification Measure |
| ractive | Generate random active portfolios |
| ractive.test | Generate random active portfolios |
| random.active | Random actively managed portfolio |
| random.active.test | Random actively managed portfolio |
| random.benchmark | Random Naive Benchmark Portfolios |
| random.benchmark.test | Random Naive Benchmark Portfolio |
| random.bounded | Random bounded portfolio |
| random.bounded.test | Random bounded portfolio |
| random.equal | Random equal weighted portfolios |
| random.equal.test | Random equal weighted portfolios |
| random.general | Random general portfolio |
| random.general.test | Random general portfolio |
| random.longonly | Random long only portfolio |
| random.longonly.test | Random long only portfolio |
| random.longshort | Generate random long short porfolio |
| random.longshort.test | Random long short portfolio test |
| random.shortonly | Random short only portfolio |
| random.shortonly.test | Random short only portfolio |
| rbenchmark | Generate random naive benchmark portfolios |
| rbenchmark.test | Generate random naive benchmark portfolios |
| rbounded | Random bounded portfolios |
| rbounded.test | Random bounded portfolios |
| requal | Generate equal weighted portfolios |
| requal.test | Generate equal weighted portfolios |
| rgeneral | Generate random general portfolios |
| rgeneral.test | Generate random general portfolios |
| rlongonly | Generate random long only portfolios |
| rlongonly.test | Generate random long only portfolios |
| rlongshort | Generate long short portfolios |
| rlongshort.test | Generate random long short portfolios |
| rshortonly | Generate short only portfolios |
| rshortonly.test | Generate random short only portfolios |
| segment.complement | Complement of Investment Segments |
| set.segments | Set segment weights from portfolios |
| underweight.segments | Underweight Active Investment Segment Exposures |
