Files in erolbicero/propfolio
Propfolio Management

DESCRIPTION
NAMESPACE
R/02-DimensionReduction-E-dominantEigenvectors.R R/02-DimensionReduction-E-eigenDimensionReduction.R R/02-DimensionReduction-E-evaluateNormalDistributions.R R/02-DimensionReduction-E-evaluateSkewStudentTDistributions.R R/02-DimensionReduction-E-evaluateStudentTDistributions.R R/02-DimensionReduction-E-fitCopula.R R/02-DimensionReduction-E-fitMarginalResidual.R R/02-DimensionReduction-E-fitMarginalSignal.R R/02-DimensionReduction-E-fitNormalDistributions.R R/02-DimensionReduction-E-fitSkewStudentTDistributions.R R/02-DimensionReduction-E-fitStudentTDistributions.R R/02-DimensionReduction-E-plotDistributionFitStudentT.R R/02-DimensionReduction-E-tsEigenProduct.R R/02-DimensionReduction-H-ADStatExtract.R R/02-DimensionReduction-H-calculatePCAFactors.R R/02-DimensionReduction-H-evaluateNormalDistributionsEigen.R R/02-DimensionReduction-H-evaluateStudentTDistributionsEigen.R R/02-Estimation-E-COVtoCOR.R R/02-Estimation-E-estimateCovarianceMatrix.R R/02-Estimation-H-testIfStartDatesEqual.R R/03-Projection-E-simulateDataToHorizon.R R/03-Projection-E-simulateDataToHorizon3.R R/03-Projection-H-fixNaNsInSimulatedData.R R/04-Pricing-E-horizonPnLs.R R/04-Pricing-E-horizonPrices.R R/07-Optimization-E-createOptimalStatisticTimeSeries.R R/07-Optimization-E-createRealizedPortfolioTimeSeries.R R/07-Optimization-E-optimizeMeanVariancePortfolio.R R/88-Plot-E-plotOptimalStatistic.R R/88-Plot-E-plotRiskReturnScatter.R R/88-Plot-E-plotTimeSeriesObject.R README.md man/COVtoCOR.Rd man/createOptimalStatisticTimeSeries.Rd man/createRealizedPortfolioTimeSeries.Rd man/dominantEigenvectors.Rd man/eigenDimensionReduction.Rd man/estimateCovarianceMatrix.Rd man/evaluateNormalDistributions.Rd man/evaluateSkewStudentTDistributions.Rd man/evaluateStudentTDistributions.Rd man/fitCopula.Rd man/fitMarginalResidual.Rd man/fitMarginalSignal.Rd man/fitNormalDistributions.Rd man/fitSkewStudentTDistributions.Rd man/fitStudentTDistributions.Rd man/horizonPnLs.Rd man/horizonPrices.Rd man/optimizeMeanVariancePortfolio.Rd man/plotDistributionFitStudentT.Rd man/plotOptimalStatistic.Rd man/plotRiskReturnScatter.Rd man/plotTimeSeriesObject.Rd man/simulateDataToHorizon.Rd man/simulateDataToHorizon3.Rd man/tsEigenProduct.Rd
erolbicero/propfolio documentation built on May 13, 2017, 8:23 p.m.