stockPortfolio: Build stock models and analyze stock portfolios.

Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.

AuthorDavid Diez and Nicolas Christou
Date of publication2012-03-14 16:03:05
MaintainerDavid Diez <david.m.diez@gmail.com>
LicenseGPL (>= 2)
Version1.2

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Files in this package

stockPortfolio
stockPortfolio/MD5
stockPortfolio/R
stockPortfolio/R/testPort.R stockPortfolio/R/summary.testPort.R stockPortfolio/R/summary.stockReturns.R stockPortfolio/R/summary.stockModel.R stockPortfolio/R/summary.portReturn.R stockPortfolio/R/summary.optimalPortfolio.R stockPortfolio/R/stockModel.R stockPortfolio/R/print.testPort.R stockPortfolio/R/print.stockReturns.R stockPortfolio/R/print.stockModel.R stockPortfolio/R/print.portReturn.R stockPortfolio/R/print.optimalPortfolio.R stockPortfolio/R/portReturn.R stockPortfolio/R/portPossCurve.R stockPortfolio/R/portCloud.R stockPortfolio/R/points.testPort.R stockPortfolio/R/points.stockModel.R stockPortfolio/R/points.portReturn.R stockPortfolio/R/points.optimalPortfolio.R stockPortfolio/R/plot.testPort.R stockPortfolio/R/plot.stockReturns.R stockPortfolio/R/plot.stockModel.R stockPortfolio/R/plot.portReturn.R stockPortfolio/R/plot.optimalPortfolio.R stockPortfolio/R/pairs.stockReturns.R stockPortfolio/R/optimalPort.R stockPortfolio/R/lines.testPort.R stockPortfolio/R/lines.stockReturns.R stockPortfolio/R/getReturns.R stockPortfolio/R/getCorr.R stockPortfolio/R/adjustBeta.R
stockPortfolio/NAMESPACE
stockPortfolio/man
stockPortfolio/man/testPort.Rd stockPortfolio/man/stockPortfolio-package.Rd stockPortfolio/man/stockModel.Rd stockPortfolio/man/stock99.Rd stockPortfolio/man/stock94Info.Rd stockPortfolio/man/stock94.Rd stockPortfolio/man/stock04.Rd stockPortfolio/man/portReturn.Rd stockPortfolio/man/portPossCurve.Rd stockPortfolio/man/portCloud.Rd stockPortfolio/man/optimalPort.Rd stockPortfolio/man/getReturns.Rd stockPortfolio/man/getCorr.Rd stockPortfolio/man/adjustBeta.Rd
stockPortfolio/DESCRIPTION
stockPortfolio/data
stockPortfolio/data/stock99.rda
stockPortfolio/data/stock94Info.rda
stockPortfolio/data/stock94.rda
stockPortfolio/data/stock04.rda

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