Tax Aware Asset Allocation

acname_lookup | Look up asset class name in a table |

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 |

cma.add.class | Add an asset class to a CMA |

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 |

diversification_score | Calculates a measure of diversification |

efficient.frontier | Create an efficient frontier |

find.minmax.return | Find Min and Max Return |

Get10YrBEInflationRate | Retrieves the 10 year breakeven inflation rate from the St.... |

investor.create | Create Investor |

optimize.target.return | Find the portfolio with the minimum standard deviation given... |

portret | Calculate the return of a portfolio |

portrisk | Calculate the standard deviation of a portfolio |

portvar | Calculate the variance of a portfolio |

print.investor | Print investor |

rafi.cma | Load RAFI data into a cma |

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... |

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