Files in kecoli/mpo
Companion to Modern Portfolio Optimization with R, 2nd Edition
.Rbuildignore
.Rhistory
.gitignore
.project
.settings/de.walware.r.core.prefs
DESCRIPTION
NAMESPACE
R/DIV.R
R/TO.R
R/Uncertainty.R
R/barplot.wts.R
R/bootEfronts.R
R/chart.Boxplot2.R
R/chart.Efront.R
R/chart.QQPlot2.R
R/constraint.sets.r
R/constraint.sets.test.r
R/efront.constrained.r
R/efrontplot.shiny.R
R/fitTsfmStats.R
R/lmFitStats.R
R/mathEfront.R
R/mathEfrontCashRisky.R
R/mathEfrontRisky.R
R/mathGmv.R
R/mathTport.R
R/mathWtsEfrontRisky.R
R/mvo.constrained.r
R/newMetrics.R
R/opt.outputMeanVol.R
R/opt.outputMvo.R
R/opt.outputMvoWts.R
R/plotLSandRobustDD.R
R/plotLSandRobustVHI.R
R/powerUtilities.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/tsPlot.R
R/turnover.R
R/turnoverOpt.R
R/turnoverOpt_doug.r
R/utils.R
R/wtsOpt.R
README.md
data/FRBrates1934to2014.rda
data/JMfmmcData.rda
data/WeeklyReturns1980.rda
data/crsp.returns8.rda
data/crsp.short.6.rda
data/crsp.short.rda
data/hFunds60.rda
data/hfStylesRet.rda
data/iRates1934to2014.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/ret4withOutliers.rda
data/smallcap.ts.rda
data/smallcapM.rda
data/smallcapW.rda
demo/00Index
demo/gmv.R
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/TurnoverOpt_doug.Rd
man/UncertaintyMeasure.Rd
man/barplot.wts.Rd
man/chart.Boxplot2.Rd
man/chart.QQPlot2.Rd
man/combine.cset.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/efrontMV.Rd
man/efrontPlot.Rd
man/gmv.Rd
man/largecap.ts.Rd
man/largecapM.Rd
man/largecapW.Rd
man/mathEfrontCashRisky.Rd
man/mathEfrontRisky.Rd
man/mathGmv.Rd
man/mathWtsEfrontRisky.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/mpo-package.Rd
man/mvo.Rd
man/opt.outputMeanVol.Rd
man/opt.outputMeanVolWts.Rd
man/propcost.modify.Rd
man/sharpeRatio.Rd
man/smallcap.ts.Rd
man/smallcapM.Rd
man/smallcapW.Rd
man/table.Performance.Rd
man/table.Performance.pool.Rd
man/table.Performance.pool.cran.Rd
man/turnover.hobbs.modify.Rd
man/turnover.modify.Rd
mpo-Ex.pdf
mpo-Ex.timings
pkg.Rproj
tests/run-testthat-mpo.R
vignettes/PA-KirkLi.pdf
vignettes/constraints_tutorial.pdf
vignettes/constraints_tutorial.rmd
