Rmetrics - Portfolio Selection and Optimization
Portfolio Specification Extractor Functions
PortfolioVal Extractor Functions
portfolioRisk
Specification of Portfolios
Risk and Related Measures for Portfolios
Covariance Estimators
portfolioData2
Efficient Portfolios
Feasible Portfolios
Efficient Portfolio Frontier
Portfolio Data Extractor Functions
Extractor Functions
Portfolio Class Extractors
Portfolio Design, Optimization and Backtesting
Portfolio backtesting specifications
Portfolio Constraints Handling
Portfolio Data Handling
Specification of Portfolios
Values of Portfolio Frontiers
Portfolio Class
Specification of backtesting portfolios
Portfolio backtest specification extractors
User defined functions to perform portfolio backtesting
Portfolio Backtest Extractors
Portfolio backtesting net performance
Portfolio backtesting plots
Portfolio backtesting
Specification of portfolio backtesting
Rolling portfolio backtesting statistics
Assets Data Sets
Efficient Frontier Plot
Frontier Plot Control List
Get Frontier Points
Mathematical Linear Programming
Mathematical Non-Linear Programming
Mathematical Linear Programming
plot-methods
Portfolio Print Methods
summary-methods
Monitoring Stability
Constrained nonlinear minimization
Control variables for Rnlminb2
Portfolio Constraints
Rolling Portfolio
Settings for Specifications of Portfolios
Risk Budgeting
Surface Risk Analytics
Creates and Plots a Ternary Map
Nonlinear Objective Presettings
AMPL Interface
LP, QP, and NLP Programming Solvers
Print Method for Solvers
Portfolio Weights Bar Plots
Portfolio Weights Line Plots
Portfolio Pie Plots
Portfolio Weights Slider
A collection of functions to optimize portfolios and to analyze them from different points of view.