Files in kecoli/PCRM
Companion to Portfolio Construction and Risk Management
.Rbuildignore
.Rhistory
.gitignore
.project
.pydevproject
.settings/de.walware.r.core.prefs
DESCRIPTION
LICENSE
NAMESPACE
R/Uncertainty.R
R/barplotWts.R
R/bootEfronts.R
R/ch2Functions.R
R/chart.Boxplot2.R
R/chart.Efront.R
R/chart.QQPlot2.R
R/constraint.sets.r
R/constraint.sets.test.r
R/cusumActMgr.R
R/datapull.R
R/datapull_fred.R
R/datasets.R
R/divHHI.R
R/edfPointMassFig.R
R/efront.constrained.r
R/efront2Asset.R
R/efrontplot.shiny.R
R/ellipsesPlotNewKjell.covfm.R
R/ewmaMeanVol.R
R/ewmaVol.R
R/fitTsfmStats.R
R/huberRhoPsiWtsEff.R
R/lmFitStats.R
R/mathEfront.R
R/mathEfrontCashRisky.R
R/mathEfrontRisky.R
R/mathGmv.R
R/mathTport.R
R/mvo.constrained.r
R/newMetrics.R
R/opt.outputMeanVol.R
R/opt.outputMvo.R
R/opt.outputMvoWts.R
R/plotLSandRobustDD.R
R/plotLSandRobustSFM.R
R/plotLSandRobustVHI.R
R/psiOpt.R
R/rhoOpt.R
R/runExample.R
R/sharpeRatio.R
R/signifStars.R
R/table.Performance.R
R/table.Performance.pool.R
R/table.Performance.pool.cran.R
R/testFun.R
R/tsPlot.R
R/tsPlotMP.R
R/turnover.R
R/turnoverOpt.R
R/turnoverOpt_doug.r
R/turnoverSimple.R
R/utils.R
R/winsorMean.R
R/wtsOpt.R
README.md
TexEqnRhelp.html
TexEqnRhelp.md
data/FRBrates1934to2014.rda
data/JMfmmcData.rda
data/WeeklyReturns1980.rda
data/brkAnnual.rda
data/brkMonthly.rda
data/crsp.returns8.rda
data/crsp.short.6.rda
data/crsp.short.rda
data/gfunds5.rda
data/hFunds60.rda
data/hfStylesRet.rda
data/iRates1934to2014.rda
data/invensysEPS.rda
data/largecap.ts.rda
data/largecapM.rda
data/largecapW.rda
data/microcap.ts.rda
data/microcapM.rda
data/microcapW.rda
data/midcap.ts.rda
data/midcapM.rda
data/midcapW.rda
data/normalVsHectic.rda
data/ret4withOutliers.rda
data/scoresSPGMI.rda
data/scoresSPGMIraw.rda
data/smallGrowth.rda
data/smallcap.ts.rda
data/smallcapM.rda
data/smallcapW.rda
data/spxAnnual.rda
data/stocksCRSP.rda
data/stocksCRSPscoresSPGMI.rda
data/stocksCRSPscoresSPGMIraw.rda
data/strategies.rda
demo/00Index
demo/Ch17.R
demo/FedInterestRateDataExtract.py
demo/FedInterestRateSlopeExperiments.py
demo/gmv.R
demo/rates.csv
desktop.ini
inst/shiny-examples/perfMetric/chooser-binding.js
inst/shiny-examples/perfMetric/chooser.R
inst/shiny-examples/perfMetric/crsp.short.6.Rdata
inst/shiny-examples/perfMetric/crsp.short.6.csv
inst/shiny-examples/perfMetric/crsp.short.Rdata
inst/shiny-examples/perfMetric/run.R
inst/shiny-examples/perfMetric/server.R
inst/shiny-examples/perfMetric/ui.R
inst/shiny-examples/perfMetric/www/.Rhistory
inst/shiny-examples/perfMetric/www/chooser-binding.js
inst/shiny-examples/perfMetric/www/index_1.html
inst/shiny-examples/perfMetric/www/stylesheets/jquery-ui.css
inst/shiny-examples/perfMetric/www/stylesheets/style.css
inst/shiny-examples/perfMetric/www/textarea.js
inst/shiny-examples/portOpt/crsp.short.6.csv
inst/shiny-examples/portOpt/crsp.short.6.group.csv
inst/shiny-examples/portOpt/run.R
inst/shiny-examples/portOpt/server.R
inst/shiny-examples/portOpt/ui.R
inst/tests/test-data.r
inst/tests/test-functions.r
man/RussellData.Rd
man/TurnoverOpt_doug.Rd
man/UncertaintyMeasure.Rd
man/WRoTruCh2.Rd
man/barplotWts.Rd
man/barplotWtsDoug.Rd
man/bootEfronts.Rd
man/brkAnnual.Rd
man/brkMonthlyBloomberg.Rd
man/cbind.na.Rd
man/chart.Boxplot2.Rd
man/chart.Efront.Rd
man/chart.QQPlot2.Rd
man/combine.cset.Rd
man/consRockeCh2.Rd
man/constFromEffHuber.Rd
man/constraints.Rd
man/crsp.returns8.Rd
man/cset.box.Rd
man/cset.fixed.Rd
man/cset.groups.Rd
man/cset.lo.Rd
man/cset.mu.target.Rd
man/cset.propcost.Rd
man/cset.sum.Rd
man/cset.turnover.Rd
man/cset.turnover.hobbs.Rd
man/cusumActMgr.Rd
man/cusumData.Rd
man/divHHI.Rd
man/edfPointMassFig.Rd
man/effFromConstHuber.Rd
man/efront2Asset.Rd
man/efrontMV.Rd
man/efrontPlot.Rd
man/efrontplot.shiny.Rd
man/ellipsesPlotNewKjell.covfm.Rd
man/etl.Rd
man/ewmaMeanVol.Rd
man/ewmaVol.Rd
man/factorDataSPGMI.Rd
man/factorDataSetDjia.Rd
man/factorDataSetDjia5Yrs.Rd
man/fitTsfmStats.Rd
man/gmv.Rd
man/largecap.ts.Rd
man/largecapM.Rd
man/largecapW.Rd
man/lmFitStats.Rd
man/managers.Rd
man/managers.ffm.Rd
man/mathEfront.Rd
man/mathEfrontCashRisky.Rd
man/mathEfrontRisky.Rd
man/mathEfrontRiskyMuCov.Rd
man/mathGmv.Rd
man/mathGmvMuCov.Rd
man/mathTport.Rd
man/mathWtsEfrontRisky.Rd
man/mathWtsEfrontRiskyMuCov.Rd
man/maxmu.Rd
man/microcap.ts.Rd
man/microcapM.Rd
man/microcapW.Rd
man/midcap.ts.Rd
man/midcapM.Rd
man/midcapW.Rd
man/minmu.Rd
man/mktSP.Rd
man/mktUS.Rd
man/mpo-package.Rd
man/muEst.Rd
man/mvo.Rd
man/opt.outputMeanVol.Rd
man/opt.outputMeanVolWts.Rd
man/opt.outputMvo.Rd
man/plotLSandRobustDD.Rd
man/plotLSandRobustVHI.Rd
man/plotLSfitVHI.Rd
man/powerUtilityPlots.Rd
man/propcost.modify.Rd
man/psiHardRej.Rd
man/psiHuber.Rd
man/psiOpt.Rd
man/quadraticUtilityPlot.Rd
man/rhoHuber.Rd
man/rhoOpt.Rd
man/riskFreeRate.Rd
man/runExample.Rd
man/scoresSPGMI.Rd
man/scoresSPGMIraw.Rd
man/sharpeRatio.Rd
man/sigmaEst.Rd
man/signifStars.Rd
man/smallGrowth.Rd
man/smallcap.ts.Rd
man/smallcapM.Rd
man/smallcapW.Rd
man/spxAnnual.Rd
man/starrRatio.Rd
man/stocks145scores6.Rd
man/stocksCRSP.Rd
man/stocksCRSPscoresSPGMI.Rd
man/stocksCRSPscoresSPGMIraw.Rd
man/stocksWithFactorsData300.Rd
man/stocksWithFactorsData300_old.Rd
man/table.Performance.Rd
man/table.Performance.pool.Rd
man/table.Performance.pool.cran.Rd
man/testFun.Rd
man/tsPlot.Rd
man/tsPlotMP.Rd
man/turnover.hobbs.modify.Rd
man/turnover.modify.Rd
man/turnoverOpt.Rd
man/turnoverSimple.Rd
man/wtsDjiaGmv.Rd
man/wtsDjiaGmvLo.Rd
man/wtsHuber.Rd
man/wtsOpt.Rd
man/wtsStocks145Gmv.Rd
man/wtsStocks145GmvLo.Rd
pkg.Rproj
vignettes/PA-KirkLi.pdf
vignettes/constraints_tutorial.pdf
vignettes/constraints_tutorial.rmd
