Man pages for rexmacey/TaxAwareAA
Tax Aware Asset Allocation
| aa_objective_abs_risk | Asset Allocation objective function - benchmark insensitive |
| aa_objective_min_risk | Objective for finding minimum risk portfolio |
| aa_objective_rel_risk | Asset Allocation objective function - benchmark sensitive |
| acname_lookup | Look up asset class name in a table |
| add_port_info | Adds portfolio information to a mix |
| ATReturn.calc | Calculate after-tax expected returns |
| ATReturn.deferred | Calculation of after-tax return in a deferred account |
| ATReturn.taxable | Calculation of after-tax return in a taxable account |
| calc.ac.wts | Calculate the asset class weights across account types |
| calc.future.at.value | Calculate the future after-tax value of a portfolio |
| calc_penalties | Calculate penalties Calculates the penalties used in... |
| calc_slack | Calculates slack |
| cma.add.constraint | Add constraint to a CMA |
| cma.calculate.cov | Calculates the covariance matrix of a cma from its... |
| cma.calculate.risk | Calculates the risk vector of a cma from its covariance... |
| cma.create | Create CMA (Capital Market Assumptions) |
| cma.initialize | Initialize a CMA (Capital Market Assumptions) |
| cma.set.corr | Add (or replace) the correlation matrix in a cma |
| cma.set.cov | Add (or replace) the covariance matrix in a cma |
| cma.ta.create | Create a tax-aware CMA |
| combine.class.wts | Combine asset class weights from different account types. |
| create.benchmark | Expands an abbreviated (short) benchmark into a longer... |
| create.efficient.frontier | Create an efficient frontier using the pairwise iteration... |
| diversification_score | Calculates a measure of diversification |
| efficient.frontier | Create an efficient frontier |
| find_max_return_portfolio | Find Max Return portfolios for a risk budget |
| find.minmax.return | Find Min and Max Return |
| find_min_risk_portfolio | Find the minimum risk portfolio |
| Get10YrBEInflationRate | Retrieves the 10 year breakeven inflation rate from the St.... |
| investor.create | Create Investor |
| investor.pctassets | Create a vector of the percent of pretax assets |
| investor.value | Initial value in investor accounts |
| make_alloc_tables | Make allocation tables Give a set of weights, the function... |
| maximize_pairwise | Portfolio optimization using a pairwise algorithm |
| optimize.target.return | Find the portfolio with the minimum standard deviation given... |
| plot.eff | Plot efficient frontier |
| portret | Calculate the return of a portfolio |
| portrisk | Calculate the standard deviation of a portfolio |
| portvar | Calculate the variance of a portfolio |
| pretax_return | Calculates the pre-tax return |
| print.cma | Print cma object |
| print.cma.ta | Print cma.ta object |
| print.eff | Print Efficient Frontier |
| print.investor | Print investor |
| rafi.cma | Load RAFI data into a cma |
| rafi.cma.v1 | Load RAFI data into a cma |
| rafi.cma.v2 | Load RAFI data into a cma Version 2 uses RAFI file format... |
| rafi.data.check | Check RAFI data |
| rafi.load.v1 | Load RAFI data |
| rafi.load.v2 | Load RAFI data |
| rafi.read.csv.v1 | Read RAFI csv files |
| rafi.read.xls.v2 | Read RAFI XLS file This function reads a set of returns and... |
| resample.target.risk | Use resampling to find an efficient portfolio |
| ret_SqRootofT | Return using the square-root-of-T rule |
| TaxAwareAA | TaxAwareAA: A package for performing tax-aware asset... |
