Files in antshi/auxPort
Auxiliary functions for portfolio optimization
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/data-clean.R
R/ff_factors.R
R/mu-estim.R
R/port-optim.R
R/port-perf.R
R/sp500.R
R/sp500_rets.R
README.Rmd
README.md
README_files/figure-gfm/unnamed-chunk-4-1.png
README_files/figure-gfm/unnamed-chunk-4-2.png
auxPort.Rproj
data/ff_factors.rda
data/sp500.rda
data/sp500_rets.rda
man/boot_nonparam.Rd
man/boot_param.Rd
man/ff_factors.Rd
man/find_bd.Rd
man/find_nas.Rd
man/find_repval.Rd
man/find_weekends.Rd
man/grosslev_calc.Rd
man/hac_infer.Rd
man/mu_estim.Rd
man/mu_estim_fm.Rd
man/mu_estim_sample.Rd
man/mu_estim_wrapper.Rd
man/port_estim.Rd
man/port_estim_cml.Rd
man/port_estim_efficient.Rd
man/port_estim_eigen.Rd
man/port_estim_gmv.Rd
man/port_estim_markowitz.Rd
man/port_estim_markowitz_unb.Rd
man/port_estim_naive.Rd
man/port_estim_naive_slim.Rd
man/port_estim_solver.Rd
man/port_estim_tang.Rd
man/port_estim_wrapper.Rd
man/portmu_calc.Rd
man/portvar_calc.Rd
man/proplev_calc.Rd
man/rets_calc.Rd
man/sd_calc.Rd
man/sp500.Rd
man/sp500_rets.Rd
man/sr_calc.Rd
man/turnover_calc.Rd
