Companion to Modern Portfolio Optimization with R, 2nd Edition


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Documentation for package ‘mpo’ version 0.11

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mpo-package Modern Portfolio Optimization
barplot.wts barplot.wts
chart.QQPlot.mm chart.QQPlot.mm
crsp.returns8 crsp.returns8
largecap.ts largecap.ts
largecapM largecapM
largecapW largecapW
mathEfrontCashRisky mathEfrontCashRisky
mathEfrontRisky mathEfrontRisky
mathGmv Global Minimum Variance (GMV) Portfolio
mathWtsEfrontRisky mathWtsEfrontRisky
microcap.ts microcap.ts
microcapM microcapM
microcapW microcapW
midcap.ts midcap.ts
midcapM midcapM
midcapW midcapW
mpo Modern Portfolio Optimization
opt.outputMeanVol opt.outputMeanVol
opt.outputMeanVolWts opt.outputMeanVolWts
smallcap.ts smallcap.ts
smallcapM smallcapM
smallcapW smallcapW