Man pages for rportfolios
Random Portfolio Generation

collapse.segmentsCollapse a list or vectors of portfolio segments
extract.segmentsExtract Investment Segment Exposures
overweight.segmentsOverweight Active Investment Segment Exposures
portfolio.compositeMerge portfolios into a composite
portfolio.differencePortfolio Difference Measure
portfolio.diversificationPortfolio Diversification Measure
ractiveGenerate random active portfolios
ractive.testGenerate random active portfolios
random.activeRandom actively managed portfolio
random.active.testRandom actively managed portfolio
random.benchmarkRandom Naive Benchmark Portfolios
random.benchmark.testRandom Naive Benchmark Portfolio
random.boundedRandom bounded portfolio
random.bounded.testRandom bounded portfolio
random.equalRandom equal weighted portfolios
random.equal.testRandom equal weighted portfolios
random.generalRandom general portfolio
random.general.testRandom general portfolio
random.longonlyRandom long only portfolio
random.longonly.testRandom long only portfolio
random.longshortGenerate random long short porfolio
random.longshort.testRandom long short portfolio test
random.shortonlyRandom short only portfolio
random.shortonly.testRandom short only portfolio
rbenchmarkGenerate random naive benchmark portfolios
rbenchmark.testGenerate random naive benchmark portfolios
rboundedRandom bounded portfolios
rbounded.testRandom bounded portfolios
requalGenerate equal weighted portfolios
requal.testGenerate equal weighted portfolios
rgeneralGenerate random general portfolios
rgeneral.testGenerate random general portfolios
rlongonlyGenerate random long only portfolios
rlongonly.testGenerate random long only portfolios
rlongshortGenerate long short portfolios
rlongshort.testGenerate random long short portfolios
rshortonlyGenerate short only portfolios
rshortonly.testGenerate random short only portfolios
segment.complementComplement of Investment Segments
set.segmentsSet segment weights from portfolios
underweight.segmentsUnderweight Active Investment Segment Exposures
rportfolios documentation built on May 30, 2017, 7:24 a.m.