Man pages for Reckziegel/PortfolioMoments
Functions to be used in conjuction with PortfolioAnalytics
| auto_garch | Fit the Best GARCH Model to an Univariate Time Series |
| cov_ewma | Exponentially Weighted Moving Average (EWMA) Covariance... |
| cov_shrink_to_bayes_stein | Shrink the Variance-Covariance Matrix towards the Bayes-Stein... |
| cov_shrink_to_honey | Shrink the Covariance Matrix towards Hollywood! |
| cov_shrink_to_identity | Shrink the Covariance Matrix towards to Identity |
| cov_shrink_to_market | Shrink The Covariance Matrix towards to the Market Factor |
| mu_ewma | Exponentially Weighted Moving Average (EWMA) for Returns |
| optimize_portfolio | Optimize Portfolios Using Custom Functions |
| optimize_portfolio_rebalancing | Optimize and Rebalance Portfolios Using Custom Functions |
| pipe | Pipe operator |
| portfolio_moments | Specify custom functions to be used with Portfolio Analytics |
| update_edhec | Update the EDHEC |
