parma: Portfolio Allocation and Risk Management Applications

Portfolio Optimization

AuthorAlexios Ghalanos and Bernhard Pfaff
Date of publication2014-07-10 11:34:40
MaintainerAlexios Ghalanos <alexios@4dscape.com>
LicenseGPL-3
Version1.5-2

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Files in this package

parma/.Rinstignore
parma/Changelog
parma/DESCRIPTION
parma/NAMESPACE
parma/R
parma/R/p-GNLP.R parma/R/p-LP.R parma/R/p-MILP.R parma/R/p-NLP.R parma/R/p-QP.R parma/R/p-SOCP.R parma/R/p-Utility.R parma/R/p-classes.R parma/R/p-cmaes.R parma/R/p-constraints.R parma/R/p-fun.R parma/R/p-main.R parma/R/p-methods.R parma/R/p-timeseries.R parma/R/zzz.R
parma/build
parma/build/vignette.rds
parma/data
parma/data/etfdata.rda
parma/inst
parma/inst/CITATION
parma/inst/COPYRIGHTS
parma/inst/doc
parma/inst/doc/Portfolio_Optimization_in_parma.Rnw
parma/inst/doc/Portfolio_Optimization_in_parma.pdf
parma/inst/parma.tests
parma/inst/parma.tests/parma.tests.R
parma/man
parma/man/cmaes-solver.Rd parma/man/constraints.Rd parma/man/etfdata.Rd parma/man/parma-package.Rd parma/man/parmaPort-class.Rd parma/man/parmaSpec-class.Rd parma/man/parmafrontier-methods.Rd parma/man/parmasolve-methods.Rd parma/man/parmaspec-methods.Rd parma/man/parmautility-methods.Rd parma/man/riskfun.Rd
parma/vignettes
parma/vignettes/Portfolio_Optimization_in_parma.Rnw
parma/vignettes/Portfolio_Optimization_in_parma.tex
parma/vignettes/frontier.png
parma/vignettes/frontier.tex
parma/vignettes/lpmutility.png
parma/vignettes/lpmutility.tex
parma/vignettes/lpnlp1.tex
parma/vignettes/lpnlp2.tex
parma/vignettes/mam.png
parma/vignettes/mam.tex
parma/vignettes/parma.tex
parma/vignettes/parmabib.bib
parma/vignettes/riskcompare.tex
parma/vignettes/solvers.tex

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