ExpectedReturns: Computation of implied expected returns

Provides functions to compute implied expected returns from various portfolios

AuthorDavid Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
Date of publication2015-01-18 19:35:53
MaintainerDavid Ardia <david.ardia@fsa.ulaval.ca>
LicenseGPL (>=2)
Version1.02.03

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Files in this package

ExpectedReturns/COPYING
ExpectedReturns/DESCRIPTION
ExpectedReturns/NAMESPACE
ExpectedReturns/NEWS
ExpectedReturns/R
ExpectedReturns/R/covEstimation.R ExpectedReturns/R/impliedReturns.R ExpectedReturns/R/meanEstimation.R ExpectedReturns/R/optimalPortfolio.R ExpectedReturns/R/semidevEstimation.R
ExpectedReturns/inst
ExpectedReturns/inst/CITATION
ExpectedReturns/inst/COPYRIGHTS
ExpectedReturns/inst/doc
ExpectedReturns/inst/doc/ImpliedReturns.Rnw
ExpectedReturns/man
ExpectedReturns/man/covEstimation.Rd ExpectedReturns/man/impliedReturns.Rd ExpectedReturns/man/meanEstimation.Rd ExpectedReturns/man/optimalPortfolio.Rd ExpectedReturns/man/semidevEstimation.Rd

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