ExpectedReturns: Computation of implied expected returns

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Provides functions to compute implied expected returns from various portfolios

Author
David Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
Date of publication
2015-01-18 19:35:53
Maintainer
David Ardia <david.ardia@fsa.ulaval.ca>
License
GPL (>=2)
Version
1.02.03

View on R-Forge

Man pages

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

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