Files in rhochreiter/scenportopt

Scenario-based Portfolio Optimization

.gitignore

DESCRIPTION

NAMESPACE

NEWS

R/active.extension.R R/alpha.R R/asset.apply.R R/asset.risk.R R/barplot.portfolio.model.R R/efficient.frontier.R R/expected.shortfall.R R/linear.constraint.eq.R R/linear.constraint.iq.R R/long.only.R R/lower.bound.R R/mean.portfolio.model.R R/momentum.R R/nasset.R R/nscenario.R R/objective.R R/optimal.portfolio.1overN.R R/optimal.portfolio.R R/optimal.portfolio.expected.shortfall.R R/optimal.portfolio.expected.shortfall.long.short.R R/optimal.portfolio.mad.R R/optimal.portfolio.mad.long.short.R R/optimal.portfolio.markowitz.R R/optimal.portfolio.momentum.R R/optimal.portfolio.reward.R R/plot.efficient.frontier.R R/portfolio.loss.R R/portfolio.model.R R/portfolio.weights.R R/print.efficient.frontier.R R/print.portfolio.model.R R/risk.R R/scenario.apply.R R/upper.bound.R README.md

data/dax2013w.rda

data/djia2012w.rda

man/scenportopt-package.Rd

rhochreiter/scenportopt documentation built on May 4, 2019, 6:38 p.m.