Estimate Efficient Portfolios and Frontiers

Analyze efficient portfolios and efficient frontiers for portfolio

Classes

Portfolio Portfolio object for mean-variance portfolio optimization and analysis

Functions

estimateFrontier Estimate specified number of optimal portfolios on the efficient frontier
estimateFrontierByReturn Estimate optimal portfolios with targeted portfolio returns
estimateFrontierByRisk Estimate optimal portfolios with targeted portfolio risks
estimateFrontierLimits Estimate optimal portfolios at endpoints of efficient frontier
plotFrontier Plot efficient frontier
estimateMaxSharpeRatio Estimate efficient portfolio to maximize Sharpe ratio
estimatePortMoments Estimate moments of portfolio returns
estimatePortReturn Estimate mean of portfolio returns
estimatePortRisk Estimate standard deviation of portfolio returns (portfolio risk)
setSolver Choose main solver and specify associated solver options for portfolio optimization
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