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... |

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