getPortfolio {fPortfolio} | R Documentation |
A collection and description of functions
allowing to get information about an object
of class fPORTFOLIO.
The functions are:
getData | Extracts ..., |
getSeries | Extracts ..., |
getStatistics | Extracts ..., |
getNAssets | Extracts ..., |
getSpec | Extracts ..., |
getType | Extracts ..., |
getEstimator | Extracts ..., |
getParams | Extracts ..., |
getSolver | Extracts ..., |
getTrace | Extracts ..., |
getConstraints | Extracts ..., |
getPortfolio | Extracts ..., |
getWeights | Extracts ..., |
getTargetReturn | Extracts ..., |
getTargetRisk | Extracts ..., |
getAlpha | Extracts ..., |
getRiskFreeRate | Extracts ..., |
getNFrontierPoints | Extracts ..., |
getStatus | Extracts ..., |
getCovRiskBudgets | Extracts ..., |
getTailRiskBudgets | Extracts ... . |
## S3 method for class 'fPORTFOLIO': getData(object) ## S3 method for class 'fPORTFOLIO': getSeries(object) ## S3 method for class 'fPORTFOLIO': getNAssets(object) ## S3 method for class 'fPORTFOLIO': getNames(object) ## S3 method for class 'fPORTFOLIO': getStatistics(object) ## S3 method for class 'fPORTFOLIO': getMean(object) ## S3 method for class 'fPORTFOLIO': getCov(object) ## S3 method for class 'fPORTFOLIO': getMu(object) ## S3 method for class 'fPORTFOLIO': getSigma(object) ## S3 method for class 'fPORTFOLIO': getEstimator(object) ## S3 method for class 'fPORTFOLIO': getSpec(object) ## S3 method for class 'fPORTFOLIO': getModel(object) ## S3 method for class 'fPORTFOLIO': getType(object) ## S3 method for class 'fPORTFOLIO': getOptimize(object) ## S3 method for class 'fPORTFOLIO': getEstimator(object) ## S3 method for class 'fPORTFOLIO': getTailRisk(object) ## S3 method for class 'fPORTFOLIO': getParams(object) ## S3 method for class 'fPORTFOLIO': getOptim(object) ## S3 method for class 'fPORTFOLIO': getSolver(object) ## S3 method for class 'fPORTFOLIO': getTrace(object) ## S3 method for class 'fPORTFOLIO': getConstraints(object) ## S3 method for class 'fPORTFOLIO': getPortfolio(object) ## S3 method for class 'fPORTFOLIO': getWeights(object) ## S3 method for class 'fPORTFOLIO': getTargetReturn(object) ## S3 method for class 'fPORTFOLIO': getTargetRisk(object) ## S3 method for class 'fPORTFOLIO': getAlpha(object) ## S3 method for class 'fPORTFOLIO': getRiskFreeRate(object) ## S3 method for class 'fPORTFOLIO': getNFrontierPoints(object) ## S3 method for class 'fPORTFOLIO': getStatus(object) ## S3 method for class 'fPORTFOLIO': getCovRiskBudgets(object) ## S3 method for class 'fPORTFOLIO': getTailRiskBudgets(object)
object |
an object of class fPORTFOLIO , containing slots call, data,
specification, constraints, portfolio, title, description.
|
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## data - Data = SMALLCAP.RET Data = Data[, c("BKE", "GG", "GYMB", "KRON")] Data ## spec - Spec = portfolioSpec() Spec ## constraints - Constraints = "LongOnly" Constraints ## tangencyPortfolio - tg = tangencyPortfolio(Data, Spec, Constraints)