Files in dppalomar/riskParityPortfolio
Design of Risk Parity Portfolios
.Rbuildignore
.compileAttributes.R
.gitattributes
.github/issue_template.md
.github/workflows/check-r-package.yaml
.gitignore
.roxygenize.R
AUTHORS.md
DESCRIPTION
LICENSE
Makefile
NAMESPACE
NEWS.md
R/RcppExports.R
R/genSolver.R
R/plotting.R
R/riskFormulations.R
R/riskParityPortfolio-package.R
R/riskParityPortfolio.R
R/rppWithConstraints.R
README.Rmd
README.html
README.md
R_buildignore/EfficientComputations.Rmd
R_buildignore/EfficientComputations.html
R_buildignore/developer_commands.R
R_buildignore/jss.cls
R_buildignore/sparse/_sparseRiskParityPortfolio.R
R_buildignore/sparse/_sparseSuccessiveConvexApprox.R
cran-comments.md
inst/CITATION
man/barplotPortfolioRisk.Rd
man/riskParityPortfolio-package.Rd
man/riskParityPortfolio.Rd
papers/Feng&Palomar - Signal Processing Perspective on Financial Engineering, FnT on Signal Processing, Now Publishers (2016).pdf
papers/FengPalomar-ICASSP2016.pdf
papers/FengPalomar-TSP2015 - risk_parity_portfolio.pdf
papers/GiselssonDoanKeviczkyDeSchutterRantzer-Automata2013.pdf
papers/GriveauRichardRoncalli2013.pdf
papers/MAFS6010R-Rsession_risk_parity_portfolio.html
papers/MAFS6010R-Rsession_solvers.html
papers/MAFS6010R-slides_risk_parity_portfolio.pdf
papers/RichardRoncalli2019.pdf
papers/RoncalliWeisang2016 - Risk parity portfolios with risk factors.pdf
papers/Spinu2013 - cccp_rp.pdf
papers/c++ - R- Error in dyn.load(file, DLLpath = DLLpath, ...) - Stack Overflow.webloc
papers/iq-insights-risk-parity-a-new-way-of-viewing-asset-allocation.pdf
papers/risk_parity_notes.pdf
papers/risk_parity_notes.tex
papers/whitepaper-risk-parity-asset-allocation.pdf
riskParityPortfolio.Rproj
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/cyclical_coordinate_descent.cc
src/cyclical_coordinate_descent.h
src/newton_nesterov.cc
src/newton_nesterov.h
src/objfunctions.cc
src/objfunctions.h
src/risk_parity_with_constraints.cc
src/risk_parity_with_constraints.h
tests/testthat.R
tests/testthat/_testNormLpApproximation.R
tests/testthat/test-checks.R
tests/testthat/test-constraints.R
tests/testthat/test-meanReturn.R
tests/testthat/test-newton-cyclical.R
tests/testthat/test-point-feasibility.R
tests/testthat/test-pyrb.R
tests/testthat/test-riskFormulations.R
tests/testthat/test-riskFormulationsGradients.R
vignettes/.gitignore
vignettes/LinearConstraints.html
vignettes/RiskParityPortfolio.Rmd
vignettes/RiskParityPortfolio.html
vignettes/RiskParityPortfolio.html.asis
vignettes/Sigma_mu.RData
vignettes/apalike.csl
vignettes/example.Rmd
vignettes/example.html
vignettes/example.pdf
vignettes/figures/EWP-and-RPP-w-and-RRC.png
vignettes/refs.bib
vignettes/render_vignette.sh
vignettes/slides-ConvexOptimizationCourseHKUST.pdf
vignettes/slides-ConvexOptimizationCourseHKUST.pdf.asis
vignettes/slides-RFinance2019.pdf
vignettes/slides-RFinance2019.pdf.asis
