Man pages for FRAPO
Financial Risk Modelling and Portfolio Optimisation with R

BookExUtility functions for handling book examples
capserCapping a series to bounds
DivRatiosDiversification Measures
ESCBFXESCB FX Reference Rates
EuroStoxx50EURO STOXX 50
INDTRACK1INDTRACK1: Hang Seng Index and Constituents
INDTRACK2INDTRACK2: DAX 100 Index and Constituents
INDTRACK3INDTRACK3: FTSE 100 Index and Constituents
INDTRACK4INDTRACK4: S&P 100 Index and Constituents
INDTRACK5INDTRACK5: Nikkei 225 Index and Constituents
INDTRACK6INDTRACK6: S&P 500 Index and Constituents
MIBTELMilano Indice Borsa Telematica
mrcMarginal Contribution to Risk
MultiAssetMulti Asset Index Data
PAveDDPortfolio optimisation with average draw down constraint
PCDaRPortfolio optimisation with conditional draw down at risk...
PERCEqual risk contributed portfolios
PGMVGlobal Minimum Variance Portfolio
plot-methodsMethods for Function 'plot' in Package 'graphics'
PMaxDDPortfolio optimisation with maximum draw down constraint
PMDMost Diversified Portfolio
PMinCDaRPortfolio optimisation for minimum conditional draw down at...
PMTDMinimum Tail Dependent Portfolio
PortAdd-classClass '"PortAdd"'
PortCdd-classClass '"PortCdd"'
PortDD-classClass '"PortDD"'
PortMdd-classClass '"PortMdd"'
PortSol-classClass '"PortSol"'
returnconvertConvert Returns from continuous to discrete and vice versa
returnseriesContinuous and discrete returns
SP500Standard & Poor's 500
sqrmSquare root of a quadratic matrix
StockIndexStock Index Data
StockIndexAdjStock Index Data
StockIndexAdjDStock Index Data
tdcTail Dependence Coefficient
trdbilsonBilson Trend
trdbinaryBinary Trend
trdesExponentially Smoothed Trend
trdhpHodrick-Prescott Filter
trdsmaSimple Moving Average
trdwmaWeighted Moving Average
FRAPO documentation built on May 31, 2017, 3:27 a.m.