Entry: DrawdownStatistics
Aliases: DrawdownStatistics dmaxdd pmaxdd rmaxdd maxddStats
Keywords: distribution
Description: Drawdown Statistics
URL: ../../../library/fPortfolio/html/DrawdownStatistics.html

Entry: Extractors
Aliases: Extractors getConstraints getData getEstimator getFrontier getMu getNames getNumberOfAssets getNFrontierPoints getPortfolio getParams getCovRiskBudgets getRiskFreeRate getSeries getSigma getSolver getSpec getStatistics getTargetAlpha getTailRisk getTailRiskBudgets getTargetReturn getTargetRisk getTrace getType getWeights
Keywords: models
Description: Extractors
URL: ../../../library/fPortfolio/html/Extractors.html

Entry: PortfolioClass
Aliases: PortfolioClass fPORTFOLIO fPORTFOLIO-class show.fPORTFOLIO show,fPORTFOLIO-method feasiblePortfolio efficientPortfolio cmlPortfolio tangencyPortfolio minvariancePortfolio portfolioFrontier plot.fPORTFOLIO summary.fPORTFOLIO
Keywords: models
Description: Portfolio Class
URL: ../../../library/fPortfolio/html/PortfolioClass.html

Entry: PortfolioClassExtractors
Aliases: PortfolioClassExtractors getData.fPORTFOLIO getSeries.fPORTFOLIO getStatistics.fPORTFOLIO getNumberOfAssets.fPORTFOLIO getSpec.fPORTFOLIO getType.fPORTFOLIO getEstimator.fPORTFOLIO getParams.fPORTFOLIO getSolver.fPORTFOLIO getTrace.fPORTFOLIO getConstraints.fPORTFOLIO getPortfolio.fPORTFOLIO getWeights.fPORTFOLIO getTargetReturn.fPORTFOLIO getTargetRisk.fPORTFOLIO getTargetAlpha.fPORTFOLIO getRiskFreeRate.fPORTFOLIO getNFrontierPoints.fPORTFOLIO getStatus.fPORTFOLIO getFrontier.fPORTFOLIO getCovRiskBudgets.fPORTFOLIO getTailRiskBudgets.fPORTFOLIO
Keywords: models
Description: Portfolio Class Extractors
URL: ../../../library/fPortfolio/html/PortfolioClassExtractors.html

Entry: PortfolioConstraints
Aliases: PortfolioConstraints portfolioConstraints
Keywords: models
Description: Portfolio Constraints
URL: ../../../library/fPortfolio/html/PortfolioConstraints.html

Entry: PortfolioData
Aliases: PortfolioData fPFOLIODATA fPFOLIODATA-class show.fPFOLIODATA show,fPFOLIODATA-method portfolioData portfolioStatistics
Keywords: models
Description: Portfolio Data Handling
URL: ../../../library/fPortfolio/html/PortfolioData.html

Entry: PortfolioDataExtractors
Aliases: PortfolioDataExtractors getData.fPFOLIODATA getSeries.fPFOLIODATA getNumberOfAssets.fPFOLIODATA getNames.fPFOLIODATA getStatistics.fPFOLIODATA getMu.fPFOLIODATA getSigma.fPFOLIODATA getTailRisk.fPFOLIODATA
Keywords: models
Description: Portfolio Data Extractors
URL: ../../../library/fPortfolio/html/PortfolioDataExtractors.html

Entry: PortfolioDataSets
Aliases: PortfolioDataSets vanIndices altInvest annualInvest assetsCorr berndtInvest jobstCov largecap.ts microcap.ts midcap.ts smallcap.ts midcapD.ts returns.three.ts SWXLP LPP2005REC equityFunds
Keywords: data
Description: fPortfolio Data Sets
URL: ../../../library/fPortfolio/html/PortfolioDataSets.html

Entry: PortfolioPlots
Aliases: PortfolioPlots frontierPlot weightsPlot attributesPlot covRiskBudgetsPlot tailRiskBudgetsPlot weightsPie attributesPie covRiskBudgetsPie tailRiskBudgetsPie covEllipsesPlot
Keywords: models
Description: Portfolio Plots
URL: ../../../library/fPortfolio/html/PortfolioPlots.html

Entry: PortfolioSlider
Aliases: PortfolioSlider weightsSlider frontierSlider
Keywords: models
Description: Portfolio Slider
URL: ../../../library/fPortfolio/html/PortfolioSlider.html

Entry: PortfolioSolver
Aliases: PortfolioSolver solveRQuadprog solveRDonlp2 solveRlpSolve
Keywords: models
Description: Portfolio Solver
URL: ../../../library/fPortfolio/html/PortfolioSolver.html

Entry: PortfolioSpec
Aliases: PortfolioSpec fPFOLIOSPEC fPFOLIOSPEC-class fPfoliospec show.fPFOLIOSPEC show,fPFOLIOSPEC-method portfolioSpec setType<- setEstimator<- setParams<- setWeights<- setTargetReturn<- setTargetAlpha<- setRiskFreeRate<- setNFrontierPoints<- setTailRisk<- setSolver<- setTrace<-
Keywords: models
Description: Specification of Portfolios
URL: ../../../library/fPortfolio/html/PortfolioSpec.html

Entry: PortfolioSpecExtractors
Aliases: PortfolioSpecExtractors getType.fPFOLIOSPEC getEstimator.fPFOLIOSPEC getTailRisk.fPFOLIOSPEC getParams.fPFOLIOSPEC getWeights.fPFOLIOSPEC getTargetReturn.fPFOLIOSPEC getTargetRisk.fPFOLIOSPEC getTargetAlpha.fPFOLIOSPEC getRiskFreeRate.fPFOLIOSPEC getNFrontierPoints.fPFOLIOSPEC getSolver.fPFOLIOSPEC getTrace.fPFOLIOSPEC
Keywords: models
Description: Portfolio Specification Extractors
URL: ../../../library/fPortfolio/html/PortfolioSpecExtractors.html

Entry: RollingPortfolio
Aliases: RollingPortfolio rollingWindows rollingCmlPortfolio rollingTangencyPortfolio rollingMinvariancePortfolio rollingPortfolioFrontier portfolioBacktesting portfolioBacktestingStats
Keywords: models
Description: Rolling Portfolio
URL: ../../../library/fPortfolio/html/RollingPortfolio.html

Entry: VaRModelling
Aliases: VaRModelling pfolioVaR pfolioCVaR pfolioCVaRplus lambdaCVaR pfolioMaxLoss pfolioReturn pfolioTargetReturn pfolioTargetRisk pfolioSigma pfolioHist
Keywords: math
Description: Value-at-Risk Measures for Portfolios
URL: ../../../library/fPortfolio/html/VaRModelling.html

Entry: donlp2
Aliases: donlp2 rdonlp2
Keywords: optimize
Description: Solve constrained nonlinear minimization problem
URL: ../../../library/fPortfolio/html/donlp2.html

Entry: donlp2Control
Aliases: donlp2Control rdonlp2Control
Keywords: optimize
Description: Control variables for Rdonlp2
URL: ../../../library/fPortfolio/html/donlp2.control.html

Entry: Portfolio
Aliases: portfolio
Keywords: models
Description: Portfolio Modelling, Optimization and Benchmarking
URL: ../../../library/fPortfolio/html/fPortfolio.html
