ROML.portfolio: ROML-Portfolio-Optimization
Version 0.0-2

A simple and contemporary way to model complex portfolio optimization problems with R.

Browse man pages Browse package API and functions Browse package files

AuthorLaura Vana [aut, cre], Florian Schwendinger [aut], Ronald Hochreiter [aut]
Date of publication2016-10-15 17:34:43
MaintainerLaura Vana <laura.vana@wu.ac.at>
LicenseGPL-3
Version0.0-2
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ROML.portfolio", repos="http://R-Forge.R-project.org")

Man pages

djia2013: 50 Exemplary News Articles from the Reuters-21578 Data Set of...

Functions

cardinality_constraint Source code
cvar_constraint Source code
cvar_objective Source code
cvar_update_data Source code
djia2013 Man page
downside_mad_objective Source code
downside_mad_update_data Source code
downside_var_objective Source code
downside_var_update_data Source code
mad_objective Source code
mad_update_data Source code
markowitz_constraint Source code
markowitz_objective Source code
markowitz_update_data Source code
minimax_young_objective Source code
minimax_young_update_data Source code
omega_objective Source code
omega_update_data Source code
onLoad Source code
parse_data_has_function Source code
quadratic_utility_objective Source code
quadratic_utility_update_data Source code
reward_constraint Source code
reward_objective Source code
reward_update_data Source code
sharpe_objective Source code
sharpe_update_data Source code
sum_1_constraint_fixed Source code
sum_constraint Source code
turnover_constraint Source code

Files

DESCRIPTION
Makefile
NAMESPACE
R
R/Constraints.R
R/Data_Update.R
R/Objective.R
R/zzz.R
data
data/djia2013.rda
man
man/djia2013.Rd
ROML.portfolio documentation built on May 21, 2017, 3:58 a.m.