Files in Reckziegel/PortfolioMoments
Functions to be used in conjuction with PortfolioAnalytics

.Rbuildignore

.gitignore

.travis.yml

DESCRIPTION

LICENSE

NAMESPACE

PortfolioMoments.Rproj

R/auto_garch.R R/bootstrap_politis_romano.R R/cov_ewma.R R/cov_shrink_to_bayes_stein.R R/cov_shrink_to_honey.R R/cov_shrink_to_identity.R R/cov_shrink_to_market.R R/global_vars.R R/mu_ewma.R R/optimize_portfolio.R R/optimize_portfolio_rebalancing.R R/portfolio_moments.R R/update_edhec.R R/utils-pipe.R R/utils.R R/white_reality_check.R README.Rmd README.md

appveyor.yml

codecov.yml

man/auto_garch.Rd man/cov_ewma.Rd man/cov_shrink_to_bayes_stein.Rd man/cov_shrink_to_honey.Rd man/cov_shrink_to_identity.Rd man/cov_shrink_to_market.Rd

man/figures/README-pressure-1.png

man/mu_ewma.Rd man/optimize_portfolio.Rd man/optimize_portfolio_rebalancing.Rd man/pipe.Rd man/portfolio_moments.Rd man/update_edhec.Rd tests/spelling.R tests/testthat.R tests/testthat/test_cov_ewma.R tests/testthat/test_cov_shrink_to_bayes_stein.R tests/testthat/test_cov_shrink_to_honey.R tests/testthat/test_cov_shrink_to_identity.R tests/testthat/test_cov_shrink_to_market.R tests/testthat/test_mu_ewma.R tests/testthat/test_optimize_portfolio.R tests/testthat/test_portfolio_moments.R

Reckziegel/PortfolioMoments documentation built on May 29, 2019, 1:21 p.m.

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