Portfolio Allocation and Risk Management Applications

The following source code and examples are used for Portfolio Allocation and Risk Management Applications.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSizeDate
Changelog 1205 January 18 2014 17:10:02
COPYRIGHTS 242 January 18 2014 17:10:02
etfdata.rda 85909 January 18 2014 17:10:02
DESCRIPTION 632 January 18 2014 17:10:02
CITATION 754 January 18 2014 17:10:02
Portfolio_Optimization_in_parma.pdf 243918 January 18 2014 17:10:02
parma.tests.R 61783 January 18 2014 17:10:02
cmaes-solver.Rd 3542 January 18 2014 17:10:02
etfdata.Rd 923 January 18 2014 17:10:02
parma-package.Rd 4204 January 18 2014 17:10:02
parmafrontier-methods.Rd 2510 January 18 2014 17:10:02
parmaPort-class.Rd 1914 January 18 2014 17:10:02
parmasolve-methods.Rd 2369 January 18 2014 17:10:02
parmaSpec-class.Rd 1463 January 18 2014 17:10:02
parmaspec-methods.Rd 7678 January 18 2014 17:10:02
parmautility-methods.Rd 1844 January 18 2014 17:10:02
riskfun.Rd 1321 January 18 2014 17:10:02
timeSeries-extra.Rd 1186 January 18 2014 17:10:02
MD5 2522 January 18 2014 17:10:01
NAMESPACE 373 January 18 2014 17:10:02
p-classes.R 1051 January 18 2014 17:10:01
p-cmaes.R 54969 January 18 2014 17:10:01
p-constraints.R 16845 January 18 2014 17:10:01
p-fun.R 7388 January 18 2014 17:10:01
p-GNLP.R 12775 January 18 2014 17:10:01
p-LP.R 21902 January 18 2014 17:10:01
p-main.R 39079 January 18 2014 17:10:01
p-methods.R 12138 January 18 2014 17:10:01
p-MILP.R 21757 January 18 2014 17:10:01
p-NLP.R 25088 January 18 2014 17:10:01
p-QP.R 6349 January 18 2014 17:10:01
p-timeseries.R 4267 January 18 2014 17:10:01
p-Utility.R 6696 January 18 2014 17:10:01
zzz.R 1063 January 18 2014 17:10:01
frontier.eps 10119 January 18 2014 17:10:01
frontier.tex 241 January 18 2014 17:10:01
lpmutility.eps 10789 January 18 2014 17:10:01
lpmutility.tex 206 January 18 2014 17:10:01
lpnlp1.tex 1319 January 18 2014 17:10:01
lpnlp2.tex 1300 January 18 2014 17:10:01
mam.eps 12603 January 18 2014 17:10:01
mam.tex 142 January 18 2014 17:10:01
parma.tex 56015 January 18 2014 17:10:01
parmabib.bib 64550 January 18 2014 17:10:01
Portfolio_Optimization_in_parma.Rnw 3512 January 18 2014 17:10:01
Portfolio_Optimization_in_parma.tex 3563 January 18 2014 17:10:01
riskcompare.tex 1477 January 18 2014 17:10:01
solvers.tex 2972 January 18 2014 17:10:01

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