Man pages for GaboCg/fintorwork
What the Package Does (One Line, Title Case)

cerAnnualized Certainty Equivalent Return
in_sampleIn-Sample
is_oos_gwIn-sample and out-of-sample Goyal and Welch (2008)
ivx_waldIVX-Wald: Kostakis, A, T Magdalinos, and MP Stamatogiannis...
oos_portfolioTitle
out_of_sampleOut-of-Sample
predictors_annualGoyal & Welch (2008) annual dataset
predictors_monthlyGoyal & Welch (2008) monthly dataset
predictors_quarterlyGoyal & Welch (2008) quarterly dataset
qLL_hatTqLL_hat: Elliott and Muller (2006)
return_cumulativeReturn cumulative
return_volatilityReturn volatility
sharpe_ratioTitle
GaboCg/fintorwork documentation built on Jan. 2, 2020, 8:39 p.m.