parma: Portfolio Allocation and Risk Management Applications

Portfolio Optimization

Author
Alexios Ghalanos and Bernhard Pfaff
Date of publication
2014-07-10 11:34:40
Maintainer
Alexios Ghalanos <alexios@4dscape.com>
License
GPL-3
Version
1.5-2

View on R-Forge

Man pages

cmaes-solver
The Covariance Matrix Adaptation Evolution Strategy (cmaes)...
constraints
NLP custom constraint functions
etfdata
15 Exchange Traded Funds (ETFs)
parmafrontier-methods
Efficient Frontier Generator
parma-package
The parma package
parmaPort-class
Class '"parmaPort"'
parmasolve-methods
Portfolio Allocation Model Solver
parmaSpec-class
Class '"parmaSpec"'
parmaspec-methods
Portfolio Allocation Model Specification
parmautility-methods
Utility Based Optimization
riskfun
Portfolio Risk Measures

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