ExpectedReturns: Computation of implied expected returns
Version 1.02.03

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
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ExpectedReturns", repos="http://R-Forge.R-project.org")

Popular man pages

covEstimation: Covariance matrix estimation
impliedReturns: Implied returns estimation
meanEstimation: Estimation of mean returns
optimalPortfolio: Optimital portfolio
semidevEstimation: Estimation of the semideviation
See all...

All man pages Function index File listing

Man pages

covEstimation: Covariance matrix estimation
impliedReturns: Implied returns estimation
meanEstimation: Estimation of mean returns
optimalPortfolio: Optimital portfolio
semidevEstimation: Estimation of the semideviation

Functions

Files

COPYING
DESCRIPTION
NAMESPACE
NEWS
R
R/covEstimation.R
R/impliedReturns.R
R/meanEstimation.R
R/optimalPortfolio.R
R/semidevEstimation.R
inst
inst/CITATION
inst/COPYRIGHTS
inst/doc
inst/doc/ImpliedReturns.Rnw
man
man/covEstimation.Rd
man/impliedReturns.Rd
man/meanEstimation.Rd
man/optimalPortfolio.Rd
man/semidevEstimation.Rd
ExpectedReturns documentation built on May 21, 2017, 2:39 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.