API for fountainer/ptools
Tools used in the empirical study in portfolio optimization

Global functions
analyze_weights Man page Source code
analyze_weights_vec Source code
cbb.sequence Source code
cer Man page Source code
compute.Gamma.hat Source code
compute.Psi.hat Source code
compute.V.hat Source code
compute.alpha.hat Source code
compute.se.Parzen.pw Source code
compute.se.Parzen.pw.log.var Source code
criteria Man page Source code
gmvp Man page Source code
kernel.Parzen Source code
log.var.diff Source code
returns_out Man page Source code
rfactor Man page Source code
rmarket Man page Source code
roll_gmvp Man page Source code
roll_inverse Man page Source code
roll_weights Man page Source code
sharpe.ratio.diff Source code
test_sr Man page Source code
test_var Man page Source code
truncate_returns Source code
turnover Man page Source code
weights_diff Source code
fountainer/ptools documentation built on May 14, 2017, 3:31 a.m.