API for Reckziegel/PortfolioMoments
Functions to be used in conjuction with PortfolioAnalytics
| Global functions | |
|---|---|
| %>% | Man page |
| auto_garch | Man page Source code |
| cov_ewma | Man page Source code |
| cov_shrink_to_bayes_stein | Man page Source code |
| cov_shrink_to_honey | Man page Source code |
| cov_shrink_to_identity | Man page Source code |
| cov_shrink_to_market | Man page Source code |
| mu_ewma | Man page Source code |
| optimize_portfolio | Man page Source code |
| optimize_portfolio.data.frame | Man page Source code |
| optimize_portfolio.default | Man page Source code |
| optimize_portfolio.matrix | Man page Source code |
| optimize_portfolio.xts | Man page Source code |
| optimize_portfolio.zoo | Man page Source code |
| optimize_portfolio_rebalancing | Man page Source code |
| optimize_portfolio_rebalancing.data.frame | Man page Source code |
| optimize_portfolio_rebalancing.default | Man page Source code |
| optimize_portfolio_rebalancing.matrix | Man page Source code |
| optimize_portfolio_rebalancing.xts | Man page Source code |
| optimize_portfolio_rebalancing.zoo | Man page Source code |
| portfolio_moments | Man page Source code |
| update_edhec | Man page Source code |
