fPortfolio
Rmetrics - Portfolio Selection and Optimization

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Man pages for fPortfolio
Rmetrics - Portfolio Selection and Optimization

00fPortfolio-packagePortfolio Design, Optimization and Backtesting
a-class-fPFOLIOBACKTESTPortfolio backtesting specifications
a-class-fPFOLIOCONPortfolio Constraints Handling
a-class-fPFOLIODATAPortfolio Data Handling
a-class-fPFOLIOSPECSpecification of Portfolios
a-class-fPFOLIOVALValues of Portfolio Frontiers
a-class-fPORTFOLIOPortfolio Class
backtest-constructorsSpecification of backtesting portfolios
backtest-extractorsPortfolio backtest specification extractors
backtest-functionsUser defined functions to perform portfolio backtesting
backtest-getMethodsPortfolio Backtest Extractors
backtest-performancePortfolio backtesting net performance
backtest-plotsPortfolio backtesting plots
backtest-portfoliosPortfolio backtesting
backtest-specificationSpecification of portfolio backtesting
backtest-statisiticsRolling portfolio backtesting statistics
data-setsAssets Data Sets
frontier-PlotEfficient Frontier Plot
frontier-PlotControlFrontier Plot Control List
frontier-PointsGet Frontier Points
mathprog-LPMathematical Linear Programming
mathprog-NLPMathematical Non-Linear Programming
mathprog-QPMathematical Linear Programming
methods-plotplot-methods
methods-showPortfolio Print Methods
methods-summarysummary-methods
monitor-stabilityMonitoring Stability
nlminb2Constrained nonlinear minimization
nlminb2ControlControl variables for Rnlminb2
portfolio-ConstraintsPortfolio Constraints
portfolio-covEstimatorCovariance Estimators
portfolio-DataportfolioData2
portfolio-efficientPfolioEfficient Portfolios
portfolio-feasiblePfolioFeasible Portfolios
portfolio-FrontierEfficient Portfolio Frontier
portfolio-getDataPortfolio Data Extractor Functions
portfolio-getDefaultExtractor Functions
portfolio-getPortfolioPortfolio Class Extractors
portfolio-getSpecPortfolio Specification Extractor Functions
portfolio-getValPortfolioVal Extractor Functions
portfolio-pfolioRiskportfolioRisk
portfolio-portfolioSpecSpecification of Portfolios
portfolio-riskPfolioRisk and Related Measures for Portfolios
portfolio-RollingRolling Portfolio
portfolio-setSpecSettings for Specifications of Portfolios
risk-budgetingRisk Budgeting
risk-surfaceRiskSurface Risk Analytics
risk-ternaryMapCreates and Plots a Ternary Map
solve-environmentNonlinear Objective Presettings
solver-amplAMPL Interface
solver-rfamilyLP, QP, and NLP Programming Solvers
utils-methodsPrint Method for Solvers
weights-barPlotsPortfolio Weights Bar Plots
weights-linePlotsPortfolio Weights Line Plots
weights-piePlotsPortfolio Pie Plots
weights-SliderPortfolio Weights Slider
fPortfolio documentation built on Jan. 14, 2024, 8:21 p.m.

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