Portfolio Theory
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Documentation for package ‘rportfolio’ version 0.0.3
Help Pages
| alpha.capm | CAPM Alpha |
| beta.capm | CAPM Beta |
| funds | Sample Portfolio Return |
| jenson.alpha | Jenson's Alpha |
| markowitz.model | Markowitz Mean-Variance Model |
| premium.active | Active Premium |
| ratio.information | Information Ratio |
| ratio.sharpe | Sharpe Ratio |
| ratio.sortino | Sortino Ratio |
| ratio.treynor | Treynor Ratio |
| returns.cal | Annualized Returns |
| risk.premium | Risk Premium of a Security |
| semi.deviation | Semi Deviation/ Down side Deviation |
| tracking.error | Tracking Error |