Man pages for kecoli/mpo
Companion to Modern Portfolio Optimization with R, 2nd Edition

barplot.wtsbarplot.wts
chart.Boxplot2box whiskers plot wrapper
chart.QQPlot.norMixPlot a QQ chart with Normal Mixture Model
combine.csetConstraint specifications
constraintsWrapper of constraints to constraint object
crsp.returns8crsp.returns8
cset.boxConstraint specifications
cset.fixedConstraint specifications
cset.groupsConstraint specifications
cset.loConstraint specifications
cset.mu.targetConstraint specifications
cset.propcostConstraint specifications
cset.sumConstraint specifications
cset.turnoverConstraint specifications
cset.turnover.hobbsConstraint specifications
efrontMVCompute Efficient Frontier of Mean Variance Optimization
efrontPlotPlot Efficient Frontier of Mean Variance Optimization
gmvGMV Portfolio with Constraints
largecapMlargecapM
largecap.tslargecap.ts
largecapWlargecapW
mathEfrontCashRiskymathEfrontCashRisky
mathEfrontRiskymathEfrontRisky
mathGmvGlobal Minimum Variance (GMV) Portfolio
mathWtsEfrontRiskymathWtsEfrontRisky
maxmuCompute the Max Mean Return Portfolio with Constraints This...
microcapMmicrocapM
microcap.tsmicrocap.ts
microcapWmicrocapW
midcapMmidcapM
midcap.tsmidcap.ts
midcapWmidcapW
minmuCompute the minimu of mean return using GMV
mpo-packageModern Portfolio Optimization
mvoMVO Portfolio with Constraints
opt.outputMeanVolopt.outputMeanVol
opt.outputMeanVolWtsopt.outputMeanVolWts
propcost.modifyConstraint specifications
sharpeRatiocalculate a traditional or modified Sharpe Ratio of Return...
smallcapMsmallcapM
smallcap.tssmallcap.ts
smallcapWsmallcapW
table.PerformanceGenerate general performance table for returns
table.Performance.poolPrint metrics from R-forge PerformanceAnalytics that...
table.Performance.pool.cranPrint metrics from R CRAN PerformanceAnalytics that...
turnover.hobbs.modifyConstraint specifications
turnover.modifyConstraint specifications
TurnoverOpt_dougSpecify turnover constraints using a version derived by Doug...
UncertaintyMeasureUncertainty measure of Variance Estimator This function...
kecoli/mpo documentation built on May 18, 2017, 6:34 p.m.