API for antshi/auxPort
Auxiliary functions for portfolio optimization
| Global functions | |
|---|---|
| boot_nonparam | Man page Source code |
| boot_param | Man page Source code |
| compute.Gamma.hat | Source code |
| compute.Psi.hat | Source code |
| compute.V.hat | Source code |
| compute.alpha.hat | Source code |
| compute.se.Parzen | Source code |
| compute.se.Parzen.log.var | Source code |
| compute.se.Parzen.pw | Source code |
| ff_factors | Man page |
| find_bd | Man page Source code |
| find_nas | Man page Source code |
| find_repval | Man page Source code |
| find_weekends | Man page Source code |
| grosslev_calc | Man page Source code |
| hac.inference | Source code |
| hac_infer | Man page Source code |
| kernel.Parzen | Source code |
| mu_estim | Man page Source code |
| mu_estim_fm | Man page Source code |
| mu_estim_sample | Man page Source code |
| mu_estim_wrapper | Man page Source code |
| port_estim | Man page Source code |
| port_estim_KZ2f | Source code |
| port_estim_KZ3f | Source code |
| port_estim_TZKZ3f | Source code |
| port_estim_TZMarkowitz | Source code |
| port_estim_cml | Man page Source code |
| port_estim_efficient | Man page Source code |
| port_estim_eigen | Man page Source code |
| port_estim_gmv | Man page Source code |
| port_estim_markowitz | Man page Source code |
| port_estim_markowitz_unb | Man page Source code |
| port_estim_naive | Man page Source code |
| port_estim_naive_slim | Man page Source code |
| port_estim_solver | Man page Source code |
| port_estim_tang | Man page Source code |
| port_estim_wrapper | Man page Source code |
| portmu_calc | Man page Source code |
| portvar_calc | Man page Source code |
| proplev_calc | Man page Source code |
| rets_calc | Man page Source code |
| sb.sequence | Source code |
| sd_calc | Man page Source code |
| sharpe.ratio.diff | Source code |
| sp500 | Man page |
| sp500_rets | Man page |
| sr_calc | Man page Source code |
| turnover_calc | Man page Source code |
