show-methods.
● Data Source:
CranContrib
● Keywords: models
● Alias: show,fPORTFOLIO-method, show-methods
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Computes covariance and CVaR portfolio risk.
● Data Source:
CranContrib
● Keywords: models
● Alias: pfolioRisk
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Prests variables for Data, portfolioObjective, portfolioReturn, and portfolioRisk in the case of NL math programming of portfolios.
● Data Source:
CranContrib
● Keywords: optim
● Alias: Data
●
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Interactive portfolio weights plot.
● Data Source:
CranContrib
● Keywords: models
● Alias: weightsSlider
●
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mathprog-NLP
(Package: fPortfolio) :
Mathematical Non-Linear Programming
Mathematical Non-Linear Programming.
● Data Source:
CranContrib
● Keywords: models
● Alias: donlp2NLP, donlp2NLPControl, rdonlp2, rdonlp2NLP
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Returns properties of a feasible portfolio.
● Data Source:
CranContrib
● Keywords: models
● Alias: feasiblePortfolio
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Plots the efficient frontier of an optimized portfolio and allows to add points and lines from specif portfolios
● Data Source:
CranContrib
● Keywords: models
● Alias: frontierPlot
●
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portfolio-getSpec
(Package: fPortfolio) :
Portfolio Specification Extractor Functions
Extracts information from an object of class fPFOLIOSPEC.
● Data Source:
CranContrib
● Keywords: models
● Alias: getA, getA.fPFOLIOSPEC, getAlpha.fPFOLIOSPEC, getEstimator.fPFOLIOSPEC, getMessages, getModel.fPFOLIOSPEC, getOptimize.fPFOLIOSPEC, getParams.fPFOLIOSPEC, getTailRisk.fPFOLIOSPEC, getType.fPFOLIOSPEC
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summary-methods.
● Data Source:
CranContrib
● Keywords: models
● Alias: summary-methods
●
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A collection and description of functions allowing to roll a portfolio optimization over time.
● Data Source:
CranContrib
● Keywords: models
● Alias: portfolioRolling, rollingPortfolio
●
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