Man pages for donboyd5/portopt
Basic Portfolio Optimization Tools

covmatGet covariance matrix for asset returns from the correlation...
efrontierCompute the minimum-variance efficient frontier over a target...
horizon10year2017Horizon 2017 capital market assumptions.
is.PSDCheck whether covariance or correlation matrix is positive...
makePDcorrGet the nearest positive definite correlation matrix to the...
minvportGet the minimum-variance portfolio for a target expected...
perGet a portfolio's expected return from asset-class expected...
pipePipe operator
psdGet a portfolio's standard deviation from the correlation...
rvkRVK capital market assumptions used for the LAFPP pension...
stalebrinkStalebrink .
donboyd5/portopt documentation built on May 18, 2018, 11:30 p.m.