meucci.moments

Compute the first and second moments using the Fully Flexible Views 
framework as described in A. Meucci - "Fully Flexible Views: Theory and Practice".

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

meucci.moments function

<dl><dt>R</dt>
<dd>xts object of asset returns</dd>
<dt>posterior_p</dt>
<dd>vector of posterior probabilities</dd></dl>

Arguments

Author

Compute moments — meucci.moments

<dl>

<dt>R</dt>
<dd>xts object of asset returns</dd>


<dt>posterior_p</dt>
<dd>vector of posterior probabilities</dd>

</dl>

Compute moments

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meucci.moments: Compute moments

Description

Usage

Value

Arguments

Author

References