BookEx |
Utility functions for handling book examples |
capser |
Capping a series to bounds |
capser-method |
Capping a series to bounds |
capser-methods |
Capping a series to bounds |
cr |
Diversification Measures |
dr |
Diversification Measures |
DrawDowns |
Class '"PortDD"' |
DrawDowns-method |
Class '"PortDD"' |
editEx |
Utility functions for handling book examples |
ESCBFX |
ESCB FX Reference Rates |
EuroStoxx50 |
EURO STOXX 50 |
FTSE100 |
FTSE 100 |
INDTRACK1 |
INDTRACK1: Hang Seng Index and Constituents |
INDTRACK2 |
INDTRACK2: DAX 100 Index and Constituents |
INDTRACK3 |
INDTRACK3: FTSE 100 Index and Constituents |
INDTRACK4 |
INDTRACK4: S&P 100 Index and Constituents |
INDTRACK5 |
INDTRACK5: Nikkei 225 Index and Constituents |
INDTRACK6 |
INDTRACK6: S&P 500 Index and Constituents |
listEx |
Utility functions for handling book examples |
MIBTEL |
Milano Indice Borsa Telematica |
mrc |
Marginal Contribution to Risk |
MultiAsset |
Multi Asset Index Data |
NASDAQ |
NASDAQ |
PAveDD |
Portfolio optimisation with average draw down constraint |
PCDaR |
Portfolio optimisation with conditional draw down at risk constraint |
PERC |
Equal risk contributed portfolios |
PGMV |
Global Minimum Variance Portfolio |
plot |
Class '"PortDD"' |
plot-method |
Class '"PortDD"' |
plot-method |
Methods for Function 'plot' in Package 'graphics' |
plot-methods |
Methods for Function 'plot' in Package 'graphics' |
PMaxDD |
Portfolio optimisation with maximum draw down constraint |
PMD |
Most Diversified Portfolio |
PMinCDaR |
Portfolio optimisation for minimum conditional draw down at risk |
PMTD |
Minimum Tail Dependent Portfolio |
PortAdd-class |
Class '"PortAdd"' |
PortCdd-class |
Class '"PortCdd"' |
PortDD-class |
Class '"PortDD"' |
PortMdd-class |
Class '"PortMdd"' |
PortSol-class |
Class '"PortSol"' |
returnconvert |
Convert Returns from continuous to discrete and vice versa |
returnconvert-method |
Convert Returns from continuous to discrete and vice versa |
returnconvert-methods |
Convert Returns from continuous to discrete and vice versa |
returnseries |
Continuous and discrete returns |
returnseries-method |
Continuous and discrete returns |
returnseries-methods |
Continuous and discrete returns |
rhow |
Diversification Measures |
runEx |
Utility functions for handling book examples |
saveEx |
Utility functions for handling book examples |
show-method |
Class '"PortSol"' |
showEx |
Utility functions for handling book examples |
Solution |
Class '"PortSol"' |
Solution-method |
Class '"PortSol"' |
SP500 |
Standard & Poor's 500 |
sqrm |
Square root of a quadratic matrix |
StockIndex |
Stock Index Data |
StockIndexAdj |
Stock Index Data |
StockIndexAdjD |
Stock Index Data |
tdc |
Tail Dependence Coefficient |
trdbilson |
Bilson Trend |
trdbilson-method |
Bilson Trend |
trdbilson-methods |
Bilson Trend |
trdbinary |
Binary Trend |
trdbinary-method |
Binary Trend |
trdbinary-methods |
Binary Trend |
trdes |
Exponentially Smoothed Trend |
trdes-method |
Exponentially Smoothed Trend |
trdes-methods |
Exponentially Smoothed Trend |
trdhp |
Hodrick-Prescott Filter |
trdhp-method |
Hodrick-Prescott Filter |
trdhp-methods |
Hodrick-Prescott Filter |
trdsma |
Simple Moving Average |
trdsma-method |
Simple Moving Average |
trdsma-methods |
Simple Moving Average |
trdwma |
Weighted Moving Average |
trdwma-method |
Weighted Moving Average |
trdwma-methods |
Weighted Moving Average |
update-method |
Class '"PortSol"' |
Weights |
Class '"PortSol"' |
Weights-method |
Class '"PortSol"' |