braverock/PortfolioAnalytics
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

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Search the braverock/PortfolioAnalytics package
Vignettes
Functions
428
Source code
238
Man pages
143
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braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
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API for braverock/PortfolioAnalytics
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Global functions
.onLoad Source code
.residualcokurtosisMF Source code
.residualcokurtosisSF Source code
BlackLittermanFormula Man page Source code
CCCgarch.MM Man page Source code
EntropyProg Man page Source code
HHI Man page Source code
MycovRobMcd Man page Source code
MycovRobTSGS Man page Source code
PortfolioAnalytics Man page
PortfolioAnalytics-package Man page
ac.ranking Man page Source code
add.constraint Man page Source code
add.objective Man page
add.objective_v1 Man page Source code
add.objective_v2 Man page Source code
add.sub.portfolio Man page Source code
applyFUN Man page Source code
backtest.plot Man page Source code
barplotGroupWeights Man page Source code
barplotOptWeights Source code
barplotRiskBudget Source code
barplotWeights Source code Source code
black.litterman Man page Source code
box_constraint Man page Source code
center Man page Source code
centroid Source code
centroid.buckets Man page Source code
centroid.complete.mc Man page Source code
centroid.sectors Man page Source code
centroid.sign Man page Source code
chart.Concentration Man page Source code
chart.EF.Weights Man page Source code
chart.EF.Weights.efficient.frontier Man page Source code
chart.EF.Weights.optimize.portfolio Man page Source code
chart.EfficientFrontier Man page Source code
chart.EfficientFrontier.efficient.frontier Man page Source code
chart.EfficientFrontier.optimize.portfolio Man page Source code
chart.EfficientFrontier.optimize.portfolio.CVXR Man page Source code
chart.EfficientFrontier.optimize.portfolio.ROI Man page Source code
chart.EfficientFrontierCompare Man page Source code
chart.EfficientFrontierOverlay Man page Source code
chart.GroupWeights Man page Source code
chart.RiskBudget Man page Source code
chart.RiskBudget.opt.list Man page Source code
chart.RiskBudget.optimize.portfolio Man page Source code
chart.RiskBudget.optimize.portfolio.rebalancing Man page Source code
chart.RiskReward Man page Source code
chart.RiskReward.opt.list Man page Source code
chart.RiskReward.optimize.portfolio.DEoptim Man page
chart.RiskReward.optimize.portfolio.GenSA Man page
chart.RiskReward.optimize.portfolio.ROI Man page
chart.RiskReward.optimize.portfolio.pso Man page
chart.RiskReward.optimize.portfolio.random Man page
chart.Scatter.DE Source code
chart.Scatter.GenSA Source code
chart.Scatter.ROI Source code
chart.Scatter.RP Source code
chart.Scatter.pso Source code
chart.Weight.DE Source code
chart.Weight.GenSA Source code
chart.Weight.ROI Source code
chart.Weight.RP Source code
chart.Weight.pso Source code
chart.Weights Man page Source code
chart.Weights.opt.list Man page Source code
chart.Weights.optimize.portfolio.DEoptim Man page
chart.Weights.optimize.portfolio.GenSA Man page
chart.Weights.optimize.portfolio.ROI Man page
chart.Weights.optimize.portfolio.pso Man page
chart.Weights.optimize.portfolio.random Man page
chart.Weights.optimize.portfolio.rebalancing Man page Source code
charts.DE Source code
charts.GenSA Source code
charts.ROI Source code
charts.RP Source code
charts.pso Source code
check_constraints Man page Source code
cokurtosisMF Man page Source code
cokurtosisSF Man page Source code
combine.optimizations Man page Source code
combine.portfolios Man page Source code
constrained_objective Man page
constrained_objective_v1 Man page Source code
constrained_objective_v2 Man page Source code
constraint Man page
constraint_ROI Man page Source code
constraint_v1 Man page Source code
constraint_v2 Man page Source code
coskewnessMF Man page Source code
coskewnessSF Man page Source code
covarianceMF Man page Source code
covarianceSF Man page Source code
create.EfficientFrontier Man page Source code
custom.covRob.MM Man page Source code
custom.covRob.Mcd Man page Source code
custom.covRob.Rocke Man page Source code
custom.covRob.TSGS Man page Source code
diversification Man page Source code
diversification_constraint Man page Source code
equal.weight Man page Source code
etl_milp_opt Man page Source code
etl_opt Man page Source code
extractCokurtosis Man page Source code
extractCoskewness Man page Source code
extractCovariance Man page Source code
extractEfficientFrontier Man page Source code
extractGroups Man page Source code
extractObjRegime Source code
extractObjectiveMeasures Man page Source code
extractObjectiveMeasures.opt.list Source code
extractObjectiveMeasures.opt.rebal.list Source code
extractObjectiveMeasures.optimize.portfolio Source code
extractObjectiveMeasures.optimize.portfolio.rebalancing Source code
extractObjectiveMeasures.summary.optimize.portfolio.rebalancing Source code
extractStats Man page
extractStats.opt.list Source code
extractStats.opt.rebal.list Source code
extractStats.optimize.portfolio.CVXR Source code
extractStats.optimize.portfolio.DEoptim Man page Source code
extractStats.optimize.portfolio.GenSA Man page Source code
extractStats.optimize.portfolio.ROI Man page Source code
extractStats.optimize.portfolio.eqwt Source code
extractStats.optimize.portfolio.invol Source code
extractStats.optimize.portfolio.parallel Man page Source code
extractStats.optimize.portfolio.pso Man page Source code
extractStats.optimize.portfolio.random Man page Source code
extractStats.optimize.portfolio.rebalancing Source code
extractStatsRegime Source code
extractWeights Man page
extractWeights.opt.list Source code
extractWeights.opt.rebal.list Source code
extractWeights.optimize.portfolio Source code
extractWeights.optimize.portfolio.rebalancing Source code
extractWeights.summary.optimize.portfolio.rebalancing Source code
extract_risk Man page Source code
factor_exposure_constraint Man page Source code
fn_map Man page Source code
garch.mm Source code
generatesequence Man page
get_constraints Man page Source code
gmv_opt Man page Source code
gmv_opt_leverage Man page Source code
gmv_opt_ptc Man page Source code
gmv_opt_toc Man page Source code
group_constraint Man page Source code
group_fail Man page Source code
indexes Man page
insert_constraints Man page Source code
insert_objectives Man page Source code
inverse.volatility.weight Man page Source code
is.constraint Man page Source code
is.objective Man page Source code
is.portfolio Man page Source code
leverage_exposure_constraint Man page Source code
leverage_fail Source code
max_sr_opt Source code
max_sum_fail Source code
maxret_milp_opt Man page Source code
maxret_opt Man page Source code
mean_etl_opt Source code
meancsm.efficient.frontier Man page Source code
meanes.efficient.frontier Source code
meanetl.efficient.frontier Man page
meanrisk.efficient.frontier Man page Source code
meanvar.efficient.frontier Man page Source code
meucci.moments Man page Source code
meucci.ranking Man page Source code
min_sum_fail Source code
minmax_objective Man page Source code
modify.args Source code
mult.portfolio.spec Man page Source code
name.replace Man page Source code
objective Man page Source code
opt.outputMvo Man page Source code
optimize.portfolio Man page
optimize.portfolio.parallel Man page Source code
optimize.portfolio.rebalancing Man page Source code
optimize.portfolio.rebalancing_v1 Man page Source code
optimize.portfolio_v1 Man page Source code
optimize.portfolio_v2 Man page Source code
pHist Man page Source code
plot.optimize.portfolio Man page Source code
plot.optimize.portfolio.DEoptim Man page Source code
plot.optimize.portfolio.GenSA Man page Source code
plot.optimize.portfolio.ROI Man page Source code
plot.optimize.portfolio.pso Man page Source code
plot.optimize.portfolio.random Man page Source code
plotFrontiers Man page Source code
port.mean Source code
portfolio Man page
portfolio.moments.bl Man page Source code
portfolio.moments.boudt Man page Source code
portfolio.spec Man page Source code
portfolio_risk_objective Man page Source code
pos_limit_fail Man page Source code
position_limit_constraint Man page Source code
print.constraint Man page Source code
print.efficient.frontier Man page Source code
print.opt.list Source code
print.opt.rebal.list Source code
print.optimize.portfolio.CVXR Man page Source code
print.optimize.portfolio.DEoptim Man page Source code
print.optimize.portfolio.GenSA Man page Source code
print.optimize.portfolio.ROI Man page Source code
print.optimize.portfolio.parallel Source code
print.optimize.portfolio.pso Man page Source code
print.optimize.portfolio.random Man page Source code
print.optimize.portfolio.rebalancing Man page Source code
print.portfolio Man page Source code
print.portfolio.list Source code
print.regime.portfolios Source code
print.summary.optimize.portfolio Man page Source code
print.summary.optimize.portfolio.rebalancing Man page Source code
proxy.mult.portfolio Source code
quadratic_utility_objective Man page Source code
random_portfolios Man page
random_portfolios_v1 Man page
random_portfolios_v2 Man page Source code
random_walk_portfolios Man page Source code
randomize_portfolio Man page
randomize_portfolio_v1 Man page
randomize_portfolio_v2 Man page
regime.portfolios Man page Source code
return_constraint Man page Source code
return_objective Man page Source code
risk_budget_objective Man page Source code
rp.regime.portfolios Source code
rp_decrease Source code
rp_decrease_leverage Source code
rp_grid Man page Source code
rp_increase Source code
rp_position_limit Source code
rp_sample Man page Source code
rp_simplex Man page Source code
rp_transform Man page Source code
scale_range Source code
scatterFUN Man page Source code
set.portfolio.moments Man page
set.portfolio.moments_v1 Man page Source code
set.portfolio.moments_v2 Man page Source code
sharpe_obj_fun Source code
starr_obj_fun Source code
statistical.factor.model Man page Source code
sub.portfolio Source code
summary.efficient.frontier Man page Source code
summary.optimize.portfolio Man page Source code
summary.optimize.portfolio.parallel Source code
summary.optimize.portfolio.rebalancing Man page Source code
summary.portfolio Man page Source code
trailingFUN Man page Source code
transaction_cost_constraint Man page Source code
turnover Man page Source code
turnover_constraint Man page Source code
turnover_objective Man page Source code
update.constraint Man page Source code
update_constraint_v1tov2 Man page Source code
var.portfolio Man page Source code
weight_concentration_objective Man page Source code
weight_sum_constraint Man page Source code
braverock/PortfolioAnalytics documentation built on June 11, 2025, 3:40 a.m.

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