API for RiskPortfolios
Computation of Risk-Based Portfolios

Global functions
.blImpliedReturns Source code
.bsCov Source code
.bsMean Source code
.constCov Source code
.constraintImpliedReturns Source code
.corCov Source code
.ctrCov Source code
.ctrImpliedReturns Source code
.ctrMean Source code
.ctrPortfolio Source code
.ctrSemidev Source code
.diagCov Source code
.eqConstraint Source code
.ercPortfolio Source code
.ewmaCov Source code
.ewmaMean Source code
.ewmaSemiDev Source code
.factorCov Source code
.grossConstraint Source code
.invvolPortfolio Source code
.largeCov Source code
.lwCov Source code
.lwCovElement Source code
.martMean Source code
.maxdivPortfolio Source code
.minvolPortfolio Source code
.mvPortfolio Source code
.naiveCov Source code
.naiveMean Source code
.naiveSemiDev Source code
.oneparmCov Source code
.regImpliedReturns Source code
.riskeffPortfolio Source code
.robregImpliedReturns Source code
covEstimation Man page Source code
impliedReturns Man page Source code
meanEstimation Man page Source code
optimalPortfolio Man page Source code
semidevEstimation Man page Source code
RiskPortfolios documentation built on May 2, 2019, 5:20 p.m.