API for ROML.portfolio
ROML-Portfolio-Optimization
| Global functions | |
|---|---|
| .onLoad | Source code |
| 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 |
| 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 |
