A B C D E F G J K L M N P R S T V W
altInvest | fPortfolio Data Sets |
annualInvest | fPortfolio Data Sets |
assetsCorr | fPortfolio Data Sets |
berndtInvest | fPortfolio Data Sets |
class-fPFOLIOCON | Portfolio Constraints Handling |
class-fPFOLIODATA | Portfolio Data Handling |
class-fPFOLIOSPEC | Specification of Portfolios |
class-fPORTFOLIO | Portfolio Class |
cmlLines | Efficient Frontier Plot |
cmlPoints | Efficient Frontier Plot |
covEstimator | Covariance Estimators |
covMcdEstimator | Covariance Estimators |
covOGKEstimator | Covariance Estimators |
covRisk | portfolioRisk |
covRiskBudgetsLinePlot | Portfolio Weights Line Plots |
covRiskBudgetsPie | Portfolio Pie Plots |
covRiskBudgetsPlot | Portfolio Weights Pie Plots |
cvarRisk | portfolioRisk |
dataSets | fPortfolio Data Sets |
efficientPortfolio | Efficient Portfolios |
eqsumWConstraints | Portfolio Constraints |
equalWeightsPoints | Efficient Frontier Plot |
equityFunds | fPortfolio Data Sets |
feasiblePortfolio | Portfolio Class |
fPFOLIOCON | Portfolio Constraints Handling |
fPFOLIOCON-class | Portfolio Constraints Handling |
fPFOLIODATA | Portfolio Data Handling |
fPFOLIODATA-class | Portfolio Data Handling |
fPFOLIOSPEC | Specification of Portfolios |
fPFOLIOSPEC-class | Specification of Portfolios |
fPORTFOLIO | Portfolio Class |
fPortfolio | Portfolio Modelling, Optimization and Backtesting |
fPORTFOLIO-class | Portfolio Class |
frontierPlot | Efficient Frontier Plot |
frontierPlotControl | Frontier Plot Control List |
frontierPoints | Get Frontier Points |
getAlpha | Extractors |
getAlpha.fPFOLIOSPEC | Portfolio Specification Extractors |
getAlpha.fPORTFOLIO | Portfolio Class Extractors |
getConstraints | Extractors |
getConstraints.fPORTFOLIO | Portfolio Class Extractors |
getConstraintsTypes | Portfolio Class Extractors |
getCov | Extractors |
getCov.fPFOLIODATA | Portfolio Data Extractors |
getCov.fPORTFOLIO | Portfolio Class Extractors |
getCovRiskBudgets | Extractors |
getCovRiskBudgets.fPORTFOLIO | Portfolio Class Extractors |
getData | Extractors |
getData.fPFOLIODATA | Portfolio Data Extractors |
getData.fPORTFOLIO | Portfolio Class Extractors |
getDefault | Extractors |
getEstimator | Extractors |
getEstimator.fPFOLIODATA | Portfolio Data Extractors |
getEstimator.fPFOLIOSPEC | Portfolio Specification Extractors |
getEstimator.fPORTFOLIO | Portfolio Class Extractors |
getMean | Extractors |
getMean.fPFOLIODATA | Portfolio Data Extractors |
getMean.fPORTFOLIO | Portfolio Class Extractors |
getModel.fPFOLIOSPEC | Portfolio Specification Extractors |
getModel.fPORTFOLIO | Portfolio Class Extractors |
getMu | Extractors |
getMu.fPFOLIODATA | Portfolio Data Extractors |
getMu.fPORTFOLIO | Portfolio Class Extractors |
getNames | Extractors |
getNames.fPFOLIODATA | Portfolio Data Extractors |
getNames.fPORTFOLIO | Portfolio Class Extractors |
getNAssets | Extractors |
getNAssets.fPFOLIODATA | Portfolio Data Extractors |
getNAssets.fPORTFOLIO | Portfolio Class Extractors |
getNFrontierPoints | Extractors |
getNFrontierPoints.fPFOLIOSPEC | Portfolio Specification Extractors |
getNFrontierPoints.fPORTFOLIO | Portfolio Class Extractors |
getObjective | Extractors |
getObjective.fPFOLIOSPEC | Portfolio Specification Extractors |
getOptim | Extractors |
getOptim.fPFOLIOSPEC | Portfolio Specification Extractors |
getOptim.fPORTFOLIO | Portfolio Class Extractors |
getOptimize | Extractors |
getOptimize.fPFOLIOSPEC | Portfolio Specification Extractors |
getOptimize.fPORTFOLIO | Portfolio Class Extractors |
getParams | Extractors |
getParams.fPFOLIOSPEC | Portfolio Specification Extractors |
getParams.fPORTFOLIO | Portfolio Class Extractors |
getPortfolio | Extractors |
getPortfolio.fPFOLIOSPEC | Portfolio Specification Extractors |
getPortfolio.fPORTFOLIO | Portfolio Class Extractors |
getRiskFreeRate | Extractors |
getRiskFreeRate.fPFOLIOSPEC | Portfolio Specification Extractors |
getRiskFreeRate.fPORTFOLIO | Portfolio Class Extractors |
getSeries | Extractors |
getSeries.fPFOLIODATA | Portfolio Data Extractors |
getSeries.fPORTFOLIO | Portfolio Class Extractors |
getSigma | Extractors |
getSigma.fPFOLIODATA | Portfolio Data Extractors |
getSigma.fPORTFOLIO | Portfolio Class Extractors |
getSolver | Extractors |
getSolver.fPFOLIOSPEC | Portfolio Specification Extractors |
getSolver.fPORTFOLIO | Portfolio Class Extractors |
getSpec | Extractors |
getSpec.fPORTFOLIO | Portfolio Class Extractors |
getStatistics | Extractors |
getStatistics.fPFOLIODATA | Portfolio Data Extractors |
getStatistics.fPORTFOLIO | Portfolio Class Extractors |
getStatus | Extractors |
getStatus.fPFOLIOSPEC | Portfolio Specification Extractors |
getStatus.fPORTFOLIO | Portfolio Class Extractors |
getTailRisk | Extractors |
getTailRisk.fPFOLIODATA | Portfolio Data Extractors |
getTailRisk.fPFOLIOSPEC | Portfolio Specification Extractors |
getTailRisk.fPORTFOLIO | Portfolio Class Extractors |
getTailRiskBudgets | Extractors |
getTailRiskBudgets.fPORTFOLIO | Portfolio Class Extractors |
getTargetReturn | Extractors |
getTargetReturn.fPFOLIOSPEC | Portfolio Specification Extractors |
getTargetReturn.fPORTFOLIO | Portfolio Class Extractors |
getTargetRisk | Extractors |
getTargetRisk.fPFOLIOSPEC | Portfolio Specification Extractors |
getTargetRisk.fPORTFOLIO | Portfolio Class Extractors |
getTrace | Extractors |
getTrace.fPFOLIOSPEC | Portfolio Specification Extractors |
getTrace.fPORTFOLIO | Portfolio Class Extractors |
getType | Extractors |
getType.fPFOLIOSPEC | Portfolio Specification Extractors |
getType.fPORTFOLIO | Portfolio Class Extractors |
getWeights | Extractors |
getWeights.fPFOLIOSPEC | Portfolio Specification Extractors |
getWeights.fPORTFOLIO | Portfolio Class Extractors |
jobstCov | fPortfolio Data Sets |
kendallEstimator | Covariance Estimators |
largecap.ts | fPortfolio Data Sets |
listFConstraints | Portfolio Constraints |
lpmEstimator | Covariance Estimators |
LPP2005REC | fPortfolio Data Sets |
maxBConstraints | Portfolio Constraints |
maxFConstraints | Portfolio Constraints |
maxratioPortfolio | Efficient Portfolios |
maxreturnPortfolio | Efficient Portfolios |
maxsumWConstraints | Portfolio Constraints |
maxWConstraints | Portfolio Constraints |
mcdEstimator | Covariance Estimators |
microcap.ts | fPortfolio Data Sets |
midcap.ts | fPortfolio Data Sets |
midcapD.ts | fPortfolio Data Sets |
minBConstraints | Portfolio Constraints |
minFConstraints | Portfolio Constraints |
minriskPortfolio | Efficient Portfolios |
minsumWConstraints | Portfolio Constraints |
minvariancePoints | Efficient Frontier Plot |
minvariancePortfolio | Efficient Portfolios |
minWConstraints | Portfolio Constraints |
monteCarloPoints | Efficient Frontier Plot |
mveEstimator | Covariance Estimators |
nnveEstimator | Covariance Estimators |
plot-methods | plot-methods |
plot.fPORTFOLIO | Portfolio Class |
portfolioConstraints | Portfolio Constraints |
portfolioData | Portfolio Data Handling |
portfolioData2 | portfolioData2 |
portfolioFrontier | Efficient Portfolio Frontier |
portfolioRisk | portfolioRisk |
portfolioRolling | Rolling Portfolio |
portfolioSpec | Specification of Portfolios |
returns.three.ts | fPortfolio Data Sets |
rollingCmlPortfolio | Rolling Portfolio |
rollingMinvariancePortfolio | Rolling Portfolio |
rollingPortfolio | Rolling Portfolio |
rollingPortfolioFrontier | Rolling Portfolio |
rollingTangencyPortfolio | Rolling Portfolio |
rollingWindows | Rolling Portfolio |
setSpec | Specification of Portfolios |
sharpeRatioLines | Efficient Frontier Plot |
show,fPFOLIOCON-method | Portfolio Constraints Handling |
show,fPFOLIODATA-method | Portfolio Data Handling |
show,fPFOLIOSPEC-method | Specification of Portfolios |
show,fPORTFOLIO-method | Portfolio Print Methods |
show-methods | Portfolio Print Methods |
shrinkEstimator | Covariance Estimators |
singleAssetPoints | Efficient Frontier Plot |
smallcap.ts | fPortfolio Data Sets |
solveRglpk | Linear Programming Solver |
solveRquadprog | Quadratic Programming Solver |
solveRshortExact | Exat unlimit Short Selling Solver |
spearmanEstimator | Covariance Estimators |
summary-methods | summary-methods |
summary.fPORTFOLIO | Portfolio Class |
SWXLP | fPortfolio Data Sets |
tailRiskBudgetsPie | Portfolio Pie Plots |
tailRiskBudgetsPlot | Portfolio Weights Pie Plots |
tangencyLines | Efficient Frontier Plot |
tangencyPoints | Efficient Frontier Plot |
tangencyPortfolio | Efficient Portfolios |
twoAssetsLines | Efficient Frontier Plot |
vanIndices | fPortfolio Data Sets |
varRisk | portfolioRisk |
weightedReturnsLinePlot | Portfolio Weights Line Plots |
weightedReturnsPie | Portfolio Pie Plots |
weightedReturnsPlot | Portfolio Weights Pie Plots |
weightsLinePlot | Portfolio Weights Line Plots |
weightsPie | Portfolio Pie Plots |
weightsPlot | Portfolio Weights Pie Plots |
weightsSlider | Portfolio Weights Slider |