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

View on R-Forge

Functions

checkarbitrage Man page
checkarbitrage,ANY-method Man page
checkarbitrage,parmaPort-method Man page
cmaes Man page
cmaes.control Man page
etfdata Man page
ineqfun.bsturnover.min Man page
ineqfun.bsturnover.opt Man page
ineqfun.turnover.min Man page
ineqfun.turnover.opt Man page
ineqfun.variance.min Man page
ineqfun.variance.opt Man page
ineqjac.bsturnover.min Man page
ineqjac.bsturnover.opt Man page
ineqjac.turnover.min Man page
ineqjac.turnover.opt Man page
ineqjac.variance.min Man page
ineqjac.variance.opt Man page
parma Man page
parmafrontier Man page
parmafrontier,ANY-method Man page
parmafrontier-methods Man page
parmafrontier,parmaSpec-method Man page
parmaget Man page
parmaget,ANY-method Man page
parmaget,parmaSpec-method Man page
parma-package Man page
parmaPort-class Man page
parmareward Man page
parmareward,ANY-method Man page
parmareward,parmaPort-method Man page
parmarisk Man page
parmarisk,ANY-method Man page
parmarisk,parmaPort-method Man page
parmaset<- Man page
parmaset<-,ANY,ANY-method Man page
parmaset<-,parmaSpec,vector-method Man page
parmasolve Man page
parmasolve,ANY-method Man page
parmasolve-methods Man page
parmasolve,parmaSpec-method Man page
parmaspec Man page
parmaspec,ANY-method Man page
parmaSpec-class Man page
parmaspec-methods Man page
parmastatus Man page
parmastatus,ANY-method Man page
parmastatus,parmaPort-method Man page
parmautility Man page
parmautility,ANY-method Man page
parmautility-methods Man page
riskfun Man page
show,parmaPort-method Man page
show,parmaSpec-method Man page
tictoc Man page
tictoc,ANY-method Man page
tictoc,parmaPort-method Man page
weights,parmaPort-method Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.