API for ROML.portfolio
ROML-Portfolio-Optimization

Global 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
ROML.portfolio documentation built on May 31, 2017, 4:56 a.m.