Man pages for FinYang/stocon
Portfolio selection in a Stochastic control setting
| beta_function | The beta function used in he EM algorithm |
| c_function | The comsumption function used in the EM algorithm |
| EM | Wrapper to iterate E and M steps. |
| power_u | Power utility |
| qp_weights_do | portfolio quadratic programming |
| round_EM | The iteration fucntion used in the EM algorithm |
| sim_simple | Return Simulation from multivariate normal distribution |
| value_varmean | The Variance-Mean value function used in the EM algorithm |
| weights_lasso | Additional portfolio selection weights method: LASSO, qp |
| weights_lm | Finding weights that minimise variance of return using linear... |
