markowitzHull

feasibleGrid

Functions for surface risk analytics.

models

risk-surfaceRisk

A collection of functions to optimize portfolios and to analyze them from different points of view.

Stefan Theussl

fPortfolio

Rmetrics - Portfolio Selection and Optimization

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

William Chen

risk-surfaceRisk function

<dl>
 <dt>data</dt>
<dd>data</dd> <dt>hull</dt>
<dd>hull</dd> <dt>nFrontierPoints</dt>
<dd>nFrontierPoints</dd> <dt>trace</dt>
<dd>trace</dd></dl>

Arguments

Surface Risk Analytics — risk-surfaceRisk

<dl>


 <dt>data</dt>
<dd>data</dd>

 <dt>hull</dt>
<dd>hull</dd>

 <dt>nFrontierPoints</dt>
<dd>nFrontierPoints</dd>

 <dt>trace</dt>
<dd>trace</dd>

</dl>

risk-surfaceRisk: Surface Risk Analytics

Description

Usage

Arguments

References