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

.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/EntropyProg.R R/ac_ranking.R R/applyFUN.R R/black_litterman.R R/chart.RiskReward.R R/chart.Weights.R R/chart.concentration.R R/charts.DE.R R/charts.GenSA.R R/charts.PSO.R R/charts.ROI.R R/charts.RP.R R/charts.efficient.frontier.R R/charts.groups.R R/charts.multiple.R R/charts.risk.R R/constrained_objective.R R/constraint_fn_map.R R/constraints.R R/constraintsFUN.R R/constraints_ROI.R R/equal.weight.R R/extract.efficient.frontier.R R/extractstats.R R/generics.R R/inverse.volatility.weight.R R/meucci_moments.R R/meucci_ranking.R R/moment.functions.R R/mult.layer.portfolio.R R/objective.R R/objectiveFUN.R R/optFUN.R R/optimize.portfolio.R R/portfolio.R R/random_portfolios.R R/stat.factor.model.R R/trailingFUN.R R/utility.combine.R R/utils.R R/zzz.R
README
codeblock.txt
data/indexes.csv
data/indexes.rda
demo/00Index
demo/backwards_compat.R demo/chart_concentration.R demo/constrained_optim.R demo/demo_DEoptim.R demo/demo_efficient_frontier.R demo/demo_factor_exposure.R demo/demo_group_constraints.R demo/demo_leverage_exposure_constraint.R demo/demo_max_STARR.R demo/demo_max_Sharpe.R demo/demo_max_quadratic_utility.R demo/demo_max_return.R demo/demo_min_StdDev.R demo/demo_min_expected_shortfall.R demo/demo_opt_combine.R demo/demo_proportional_cost.R demo/demo_random_portfolios.R demo/demo_return_target.R demo/demo_risk_budgets.R demo/demo_roi_solvers.R demo/demo_weight_concentration.R demo/higher_moments_boudt.R demo/meucci_ffv.R demo/multi_layer_optimization.R demo/multiple_portfolio_optimization.R demo/regime_switching.R demo/relative_ranking.R demo/sortino.R demo/testing_GenSA.R demo/testing_ROI.R demo/testing_pso.R inst/tests/test_all_constraints.R inst/tests/test_backwards_compat.R inst/tests/test_demo_efficient_frontier.R inst/tests/test_demo_group_constraints.R inst/tests/test_demo_leverage.R inst/tests/test_demo_max_STARR.R inst/tests/test_demo_max_qu.R inst/tests/test_demo_max_return.R inst/tests/test_demo_min_StdDev.R inst/tests/test_demo_min_expected_shortfall.R inst/tests/test_demo_return_target.R inst/tests/test_demo_risk_budgets.R inst/tests/test_demo_weight_concentration.R inst/tests/test_glpk_maxMean.R inst/tests/test_glpk_minES.R inst/tests/test_max_Sharpe.R inst/tests/test_objectives.R inst/tests/test_qp_gmv.R inst/tests/test_qp_qu.R inst/tests/test_roi_gmv_toc.R inst/tests/test_roi_max_ret_milp.R inst/tests/test_roi_min_etl_milp.R inst/tests/test_rp_sample.R man/BlackLittermanFormula.Rd man/CCCgarch.MM.Rd man/EntropyProg.Rd man/HHI.Rd man/PortfolioAnalytics-package.Rd man/ac.ranking.Rd man/add.constraint.Rd man/add.objective.Rd man/add.sub.portfolio.Rd man/applyFUN.Rd man/barplotGroupWeights.Rd man/black.litterman.Rd man/box_constraint.Rd man/center.Rd man/centroid.buckets.Rd man/centroid.complete.mc.Rd man/centroid.sectors.Rd man/centroid.sign.Rd man/chart.Concentration.Rd man/chart.EF.Weights.Rd man/chart.EfficientFrontier.Rd man/chart.EfficientFrontierOverlay.Rd man/chart.GroupWeights.Rd man/chart.RiskBudget.Rd man/chart.RiskReward.Rd man/chart.Weights.Rd man/check_constraints.Rd man/cokurtosisMF.Rd man/cokurtosisSF.Rd man/combine.optimizations.Rd man/combine.portfolios.Rd man/constrained_objective.Rd man/constraint.Rd man/constraint_ROI.Rd man/coskewnessMF.Rd man/coskewnessSF.Rd man/covarianceMF.Rd man/covarianceSF.Rd man/create.EfficientFrontier.Rd man/diversification.Rd man/diversification_constraint.Rd man/equal.weight.Rd man/etl_milp_opt.Rd man/etl_opt.Rd man/extractCokurtosis.Rd man/extractCoskewness.Rd man/extractCovariance.Rd man/extractEfficientFrontier.Rd man/extractGroups.Rd man/extractObjectiveMeasures.Rd man/extractStats.Rd man/extractWeights.Rd man/factor_exposure_constraint.Rd man/fn_map.Rd man/generatesequence.Rd man/get_constraints.Rd man/gmv_opt.Rd man/gmv_opt_leverage.Rd man/gmv_opt_ptc.Rd man/gmv_opt_toc.Rd man/group_constraint.Rd man/group_fail.Rd man/indexes.Rd man/insert_constraints.Rd man/insert_objectives.Rd man/inverse.volatility.weight.Rd man/is.constraint.Rd man/is.objective.Rd man/is.portfolio.Rd man/leverage_exposure_constraint.Rd man/maxret_milp_opt.Rd man/maxret_opt.Rd man/meanetl.efficient.frontier.Rd man/meanvar.efficient.frontier.Rd man/meucci.moments.Rd man/meucci.ranking.Rd man/minmax_objective.Rd man/mult.portfolio.spec.Rd man/name.replace.Rd man/objective.Rd man/optimize.portfolio.Rd man/optimize.portfolio.parallel.Rd man/optimize.portfolio.rebalancing.Rd man/pHist.Rd man/plot.Rd man/portfolio.moments.bl.Rd man/portfolio.moments.boudt.Rd man/portfolio.spec.Rd man/portfolio_risk_objective.Rd man/pos_limit_fail.Rd man/position_limit_constraint.Rd man/print.constraint.Rd man/print.efficient.frontier.Rd man/print.optimize.portfolio.Rd man/print.optimize.portfolio.rebalancing.Rd man/print.portfolio.Rd man/print.summary.optimize.portfolio.Rd man/print.summary.optimize.portfolio.rebalancing.Rd man/quadratic_utility_objective.Rd man/random_portfolios.Rd man/random_portfolios_v1.Rd man/random_walk_portfolios.Rd man/randomize_portfolio.Rd man/randomize_portfolio_v1.Rd man/regime.portfolios.Rd man/return_constraint.Rd man/return_objective.Rd man/risk_budget_objective.Rd man/rp_grid.Rd man/rp_sample.Rd man/rp_simplex.Rd man/rp_transform.Rd man/scatterFUN.Rd man/set.portfolio.moments.Rd man/set.portfolio.moments_v1.Rd man/statistical.factor.model.Rd man/summary.efficient.frontier.Rd man/summary.optimize.portfolio.Rd man/summary.optimize.portfolio.rebalancing.Rd man/summary.portfolio.Rd man/trailingFUN.Rd man/transaction_cost_constraint.Rd man/turnover.Rd man/turnover_constraint.Rd man/turnover_objective.Rd man/update.constraint.Rd man/update_constraint_v1tov2.Rd man/var.portfolio.Rd man/weight_concentration_objective.Rd man/weight_sum_constraint.Rd sandbox/FFEV/HermiteGrid_CVaR_Recursion.R sandbox/FFEV/HermiteGrid_CaseStudy.R 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sandbox/paper_analysis/weights/StdDev/tact_MinRisk_PositionLimit_CC.csv
sandbox/paper_analysis/weights/StdDev/tact_MinRisk_RiskLimit_CC.csv
sandbox/paper_analysis/weights/mES/EqualRisk.csv
sandbox/paper_analysis/weights/mES/EqualRisk_CC.csv
sandbox/paper_analysis/weights/mES/EqualWeight.csv
sandbox/paper_analysis/weights/mES/EqualWeight_CC.csv
sandbox/paper_analysis/weights/mES/MinRisk.csv
sandbox/paper_analysis/weights/mES/MinRiskConc.csv
sandbox/paper_analysis/weights/mES/MinRiskConc_CC.csv
sandbox/paper_analysis/weights/mES/MinRiskConc_PositionLimit.csv
sandbox/paper_analysis/weights/mES/MinRiskConc_PositionLimit_CC.csv
sandbox/paper_analysis/weights/mES/MinRiskConc_ReturnTarget.csv
sandbox/paper_analysis/weights/mES/MinRiskConc_RiskLimit.csv
sandbox/paper_analysis/weights/mES/MinRisk_CC.csv
sandbox/paper_analysis/weights/mES/MinRisk_CC_compare.xls
sandbox/paper_analysis/weights/mES/MinRisk_PositionLimit.csv
sandbox/paper_analysis/weights/mES/MinRisk_PositionLimit_CC.csv
sandbox/paper_analysis/weights/mES/MinRisk_ReturnTarget.csv
sandbox/paper_analysis/weights/mES/MinRisk_RiskLimit.csv
sandbox/paper_analysis/weights/mES/MinRisk_RiskLimit_CC.csv
sandbox/paper_analysis/weights/mES/tact_EqualRisk_CC.csv
sandbox/paper_analysis/weights/mES/tact_EqualWeight_CC.csv
sandbox/paper_analysis/weights/mES/tact_MinRiskConc_CC.csv
sandbox/paper_analysis/weights/mES/tact_MinRiskConc_PositionLimit_CC.csv
sandbox/paper_analysis/weights/mES/tact_MinRisk_CC.csv
sandbox/paper_analysis/weights/mES/tact_MinRisk_PositionLimit_CC.csv
sandbox/paper_analysis/weights/mES/tact_MinRisk_RiskLimit_CC.csv
sandbox/paper_tex/CVaRbudgets_July2011.pdf
sandbox/paper_tex/CVaRbudgets_July2011.tex
sandbox/paper_tex/MinCVaR_alternatives_CC.eps
sandbox/paper_tex/RelPerf_EW_CC.eps
sandbox/paper_tex/frontier_fourassets_tris_clean.eps
sandbox/paper_tex/portfolioCVaRRelPerf_CC.eps
sandbox/paper_tex/portfolioCVaRRelPerf_CC_alternatives.eps
sandbox/paper_tex/portfolioCVaR_CC.eps
sandbox/paper_tex/references.bib
sandbox/paper_tex/references.bib.bak
sandbox/paper_tex/sensitivity_rho50.eps
sandbox/paper_tex/stackedweightsriskcont_benchmark_CC.eps
sandbox/paper_tex/stackedweightsriskcont_efficientfrontier_clean.eps
sandbox/ptcQP.R
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaR _weights_biv.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc _weights_biv.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_percrisk.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_percrisk_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_stats.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_stats_biv.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_stats_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_weights.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaRConc_weights_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaR_percrisk_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaR_stats_biv.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaR_stats_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinCVaR_weights_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinVar_percrisk_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinVar_stats_clean.csv
sandbox/riskbudgetpaper(superseded)/EffFrontierMinVar_weights_clean.csv
sandbox/riskbudgetpaper(superseded)/R_Allocation/EfficientFrontier.R sandbox/riskbudgetpaper(superseded)/R_Allocation/EfficientFrontier_ComputeWeights.R sandbox/riskbudgetpaper(superseded)/R_Allocation/EfficientFrontier_MakePlots.R sandbox/riskbudgetpaper(superseded)/R_Allocation/Risk_budget_functions.R sandbox/riskbudgetpaper(superseded)/R_Allocation/bondequity.R sandbox/riskbudgetpaper(superseded)/R_Allocation/estimators.R sandbox/riskbudgetpaper(superseded)/R_Allocation/main_riskbudgets.R sandbox/riskbudgetpaper(superseded)/R_interpretation/chart.StackedBar.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/RCadjSharpeRatio.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/getRiskContrib.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/oldcode_performanceAnalysis.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/performanceanalysis.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/stackedweightriskcontributionplot.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/stackedweightriskcontributionplot_Oct.R sandbox/riskbudgetpaper(superseded)/R_interpretation/old/stackedweightriskcontributionplot_Palermo.R sandbox/riskbudgetpaper(superseded)/R_interpretation/performanceanalysis.R sandbox/riskbudgetpaper(superseded)/R_interpretation/pfolioreturn.R sandbox/riskbudgetpaper(superseded)/R_interpretation/stackedweightriskcontributionplot.R
sandbox/riskbudgetpaper(superseded)/illustration/CVaR.eps
sandbox/riskbudgetpaper(superseded)/illustration/CVaRvsVaRsst.R sandbox/riskbudgetpaper(superseded)/illustration/CVaRvsVaRsstbis.R sandbox/riskbudgetpaper(superseded)/illustration/Effect_Feasible_Space.R
sandbox/riskbudgetpaper(superseded)/illustration/IBMWMTexample.eps
sandbox/riskbudgetpaper(superseded)/illustration/IllustrationRiskBudget.R
sandbox/riskbudgetpaper(superseded)/illustration/Thumbs.db
sandbox/riskbudgetpaper(superseded)/illustration/USdaily.txt
sandbox/riskbudgetpaper(superseded)/illustration/USreal.R
sandbox/riskbudgetpaper(superseded)/illustration/sensitivity.eps
sandbox/riskbudgetpaper(superseded)/illustration/sensitivity_correlation.eps
sandbox/riskbudgetpaper(superseded)/illustration/sensitivity_meansd.eps
sandbox/riskbudgetpaper(superseded)/illustration/sensitivity_noweightlines.eps
sandbox/riskbudgetpaper(superseded)/illustration/sensitivity_rho50.eps
sandbox/riskbudgetpaper(superseded)/monthlyR.Rdata
sandbox/riskbudgetpaper(superseded)/oosreturns/compoundreturns.Rdata
sandbox/riskbudgetpaper(superseded)/oosreturns/compoundreturns.txt
sandbox/riskbudgetpaper(superseded)/oosreturns/simplereturns.Rdata
sandbox/riskbudgetpaper(superseded)/oosreturns/simplereturns.txt
sandbox/riskbudgetpaper(superseded)/riskcont/EqualRisk.csv
sandbox/riskbudgetpaper(superseded)/riskcont/EqualWeight.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRisk.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRiskConc.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRiskConc_PositionLimit.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRiskConc_ReturnTarget.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRiskConc_RiskLimit.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRisk_PositionLimit.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRisk_ReturnTarget.csv
sandbox/riskbudgetpaper(superseded)/riskcont/MinRisk_RiskLimit.csv
sandbox/riskbudgetpaper(superseded)/text paper/CVaRbudgetsNov_2010.docx
sandbox/riskbudgetpaper(superseded)/text paper/CVaRbudgetsNov_2010.pdf sandbox/riskbudgetpaper(superseded)/text paper/CVaRbudgetsOct20_2010.pdf
sandbox/riskbudgetpaper(superseded)/text paper/ExhibitsJuly_2010.ps
sandbox/riskbudgetpaper(superseded)/text paper/ExhibitsJuly_2010.tex.bak
sandbox/riskbudgetpaper(superseded)/text paper/ExhibitsOct_2010.aux
sandbox/riskbudgetpaper(superseded)/text paper/ExhibitsOct_2010.pdf
sandbox/riskbudgetpaper(superseded)/text paper/ExhibitsOct_2010.ps
sandbox/riskbudgetpaper(superseded)/text paper/ExhibitsOct_2010.tex
sandbox/riskbudgetpaper(superseded)/text paper/MinCVaRConcentration_alternatives.eps
sandbox/riskbudgetpaper(superseded)/text paper/MinCVaR_alternatives.eps
sandbox/riskbudgetpaper(superseded)/text paper/PortfolioOptimizationCVaRBudgets_oct2010.pdf
sandbox/riskbudgetpaper(superseded)/text paper/RelPerf_EW.eps
sandbox/riskbudgetpaper(superseded)/text paper/Thumbs.db
sandbox/riskbudgetpaper(superseded)/text paper/frontier_bondequity.eps
sandbox/riskbudgetpaper(superseded)/text paper/frontier_fourassets.eps
sandbox/riskbudgetpaper(superseded)/text paper/portfolioCVaR.eps
sandbox/riskbudgetpaper(superseded)/text paper/portfolioMeanCVaR.eps
sandbox/riskbudgetpaper(superseded)/text paper/sensitivity_rho50.eps
sandbox/riskbudgetpaper(superseded)/text paper/stackedweightsriskcont_benchmark.eps
sandbox/riskbudgetpaper(superseded)/text paper/stackedweightsriskcont_efficientfrontier.eps
sandbox/riskbudgetpaper(superseded)/text paper/stackedweightsriskcont_efficientfrontier_withNA.eps
sandbox/riskbudgetpaper(superseded)/text paper/submissionJPM.pdf
sandbox/riskbudgetpaper(superseded)/weights/EqualRisk.csv
sandbox/riskbudgetpaper(superseded)/weights/EqualWeight.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRisk.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRiskConc.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRiskConc_PositionLimit.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRiskConc_ReturnTarget.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRiskConc_RiskLimit.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRisk_PositionLimit.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRisk_ReturnTarget.csv
sandbox/riskbudgetpaper(superseded)/weights/MinRisk_RiskLimit.csv
sandbox/rp_method_comparison.R sandbox/rp_shaw.R sandbox/rp_transform2.R sandbox/sample_pso.R sandbox/script.UW2012.R sandbox/script.buildEDHEC.R sandbox/script.buildFactors.R sandbox/script.workshop2010.R sandbox/script.workshop2012.R sandbox/scriptFFV.R sandbox/scriptMF.R sandbox/scriptSF.R sandbox/symposium2013/R/chart.UnStackedBar.R sandbox/symposium2013/R/chart.VaRSensitivity.R sandbox/symposium2013/R/page.Distributions.R sandbox/symposium2013/R/table.RiskStats.R sandbox/symposium2013/README.md sandbox/symposium2013/analyze.HFindexes.R
sandbox/symposium2013/data/EDHEC-index-history.csv
sandbox/symposium2013/docs/symposium-slides-2013.Rmd sandbox/symposium2013/download.SP500TR.R sandbox/symposium2013/optimize.HFindexes.R sandbox/symposium2013/parse.EDHEC.R sandbox/symposium2013/results.HFindexes.R
sandbox/symposium2013/results/random-portfolios-2013-09-28-historical.moments.rda
sandbox/symposium2013/src/pdf2png.sh
sandbox/test2_rp_transform2.R sandbox/test_cplex_gmv.R sandbox/test_cplex_maxMean.R sandbox/test_cplex_minES.R sandbox/test_cplex_qu.R sandbox/testing_DEoptim_cardinality_constraint.R sandbox/testing_ROI_Martin.R sandbox/testing_constrained_group.R sandbox/testing_fn_map.R sandbox/testing_groups.R sandbox/testing_max_starr_sharpe.R sandbox/testing_mean_vs_pamean.R sandbox/testing_minmax_sd.R sandbox/testing_moments.R sandbox/testing_optimize.portfolio_v2.R sandbox/testing_portfolio_specification.R sandbox/testing_risk_budget.R sandbox/testing_rp_opt_script.R sandbox/testing_rp_transform.R sandbox/testing_separate_constraints_objectives.R sandbox/testing_turnover.gmv.R sandbox/testing_weight_conc.R
src/PortfolioAnalytics_init.c
src/residualcokurtosisMF.c
src/residualcokurtosisSF.c
tests/run-all.R
vignettes/PA.bib
vignettes/ROI_vignette.Rnw
vignettes/custom_moments_objectives.Rnw
vignettes/portfolio_vignette.Rnw
vignettes/risk_budget_optimization.Rnw
braverock/PortfolioAnalytics documentation built on May 13, 2019, 3:02 a.m.