Man pages for donboyd5/portopt
Basic Portfolio Optimization Tools
| covmat | Get covariance matrix for asset returns from the correlation... |
| efrontier | Compute the minimum-variance efficient frontier over a target... |
| horizon10year2017 | Horizon 2017 capital market assumptions. |
| is.PSD | Check whether covariance or correlation matrix is positive... |
| makePDcorr | Get the nearest positive definite correlation matrix to the... |
| minvport | Get the minimum-variance portfolio for a target expected... |
| per | Get a portfolio's expected return from asset-class expected... |
| pipe | Pipe operator |
| psd | Get a portfolio's standard deviation from the correlation... |
| rvk | RVK capital market assumptions used for the LAFPP pension... |
| stalebrink | Stalebrink . |
