Man pages for kecoli/mpo
Companion to Modern Portfolio Optimization with R, 2nd Edition
| barplot.wts | barplot.wts |
| chart.Boxplot2 | box whiskers plot wrapper |
| chart.QQPlot2 | Plot a QQ chart that adapts to different distribution types... |
| combine.cset | Constraint specifications |
| constraints | Wrapper of constraints to constraint object |
| crsp.returns8 | crsp.returns8 |
| cset.box | Constraint specifications |
| cset.fixed | Constraint specifications |
| cset.groups | Constraint specifications |
| cset.lo | Constraint specifications |
| cset.mu.target | Constraint specifications |
| cset.propcost | Constraint specifications |
| cset.sum | Constraint specifications |
| cset.turnover | Constraint specifications |
| cset.turnover.hobbs | Constraint specifications |
| efrontMV | Compute Efficient Frontier of Mean Variance Optimization |
| efrontPlot | Plot Efficient Frontier of Mean Variance Optimization |
| gmv | GMV Portfolio with Constraints |
| largecapM | largecapM |
| largecap.ts | largecap.ts |
| largecapW | largecapW |
| mathEfrontCashRisky | mathEfrontCashRisky |
| mathEfrontRisky | mathEfrontRisky |
| mathGmv | Global Minimum Variance (GMV) Portfolio |
| mathWtsEfrontRisky | mathWtsEfrontRisky |
| maxmu | Compute the Max Mean Return Portfolio with Constraints This... |
| microcapM | microcapM |
| microcap.ts | microcap.ts |
| microcapW | microcapW |
| midcapM | midcapM |
| midcap.ts | midcap.ts |
| midcapW | midcapW |
| minmu | Compute the minimu of mean return using GMV |
| mpo-package | Modern Portfolio Optimization |
| mvo | MVO Portfolio with Constraints |
| opt.outputMeanVol | opt.outputMeanVol |
| opt.outputMeanVolWts | opt.outputMeanVolWts |
| propcost.modify | Constraint specifications |
| sharpeRatio | calculate a traditional or modified Sharpe Ratio of Return... |
| smallcapM | smallcapM |
| smallcap.ts | smallcap.ts |
| smallcapW | smallcapW |
| table.Performance | Generate general performance table for returns |
| table.Performance.pool | Print metrics from R-forge PerformanceAnalytics that... |
| table.Performance.pool.cran | Print metrics from R CRAN PerformanceAnalytics that... |
| turnover.hobbs.modify | Constraint specifications |
| turnover.modify | Constraint specifications |
| TurnoverOpt_doug | Specify turnover constraints using a version derived by Doug... |
| UncertaintyMeasure | Uncertainty measure of Variance Estimator This function... |
