Man pages for spushpak/UnequalReturnHist
Unequal Return History
| btstrapCBFse | Computes the standard error of estimated risk measures by the... |
| btstrapMIse | Computes the standard error of estimated risk measures by the... |
| constructCBFData | Implements Combined Backfill for Multiple Asset Groups |
| constructGMVPortfolio | Constructs Global Minimum Variance (GMV) Portfolio. |
| constructRiskStats | Computes different risk measures for multiple asset returns. |
| hfunds5_ue_ts | Monthly retrun data of five different assets. |
| sim_dat | Simulated monthly retrun data of four different assets. |
| uneqhistCBF | Implements Combined Backfill for Multiple Asset Groups |
| uneqhistMI | Implements Multiple Imputation Method folowing Page(2013) |
