Computation of Risk-Based Portfolios


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Documentation for package ‘RiskPortfolios’ version 2.1.4

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RiskPortfolios-package RiskPortfolios: Computation of risk-based portfolios in R
covEstimation Covariance matrix estimation
Industry_10 Industry Portfolios
meanEstimation Estimation of mean returns
optimalPortfolio Optimal portfolio
RiskPortfolios RiskPortfolios: Computation of risk-based portfolios in R
semidevEstimation Estimation of the semideviation