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 . |

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