RiskPortfolios: Computation of Risk-Based Portfolios

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RiskPortfolios is a collection of functions designed to test compute risk-based portfolios.

Author
David Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
Date of publication
2015-12-12 19:28:17
Maintainer
David Ardia <david.ardia@fsa.ulaval.ca>
License
GPL (>=2)
Version
2.00.04

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

RiskPortfolios/COPYING
RiskPortfolios/DESCRIPTION
RiskPortfolios/NAMESPACE
RiskPortfolios/NEWS
RiskPortfolios/R
RiskPortfolios/R/covEstimation.R
RiskPortfolios/R/impliedReturns.R
RiskPortfolios/R/meanEstimation.R
RiskPortfolios/R/optimalPortfolio.R
RiskPortfolios/R/semidevEstimation.R
RiskPortfolios/inst
RiskPortfolios/inst/CITATION
RiskPortfolios/inst/COPYRIGHTS
RiskPortfolios/man
RiskPortfolios/man/covEstimation.Rd
RiskPortfolios/man/impliedReturns.Rd
RiskPortfolios/man/meanEstimation.Rd
RiskPortfolios/man/optimalPortfolio.Rd
RiskPortfolios/man/semidevEstimation.Rd