corr2cov
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Convert standard deviation and correlation to covariance.
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cov2corr
|
Convert covariance to standard deviation and correlation coefficient.
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ewstats
|
Expected return and covariance from return time series.
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frontcon
|
Mean-variance efficient frontier.
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pcalims
|
Linear inequalities for individual asset allocation.
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pcgcomp
|
Linear inequalities for asset group comparison constraints.
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pcglims
|
Linear inequalities for asset group minimum and maximum allocation.
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pcpval
|
Linear inequalities for fixing total portfolio value.
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portalloc
|
Optimal capital allocation.
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portcons
|
Portfolio constraints.
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portopt
|
Portfolios on constrained efficient frontier.
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portrand
|
Randomized portfolio risks, returns, and weights.
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portstats
|
Portfolio expected return and risk.
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portsim
|
Random simulation of correlated asset returns.
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portvrisk
|
Portfolio value at risk
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ret2tick
|
Price tick series from incremental returns and initial price.
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tick2ret
|
Incremental return series from a tick price series.
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