Random Portfolio Generation


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Documentation for package ‘rportfolios’ version 1.0-1

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collapse.segments Collapse a list or vectors of portfolio segments
extract.segments Extract Investment Segment Exposures
overweight.segments Overweight Active Investment Segment Exposures
portfolio.composite Merge portfolios into a composite
portfolio.difference Portfolio Difference Measure
portfolio.diversification Portfolio Diversification Measure
ractive Generate random active portfolios
ractive.test Generate random active portfolios
random.active Random actively managed portfolio
random.active.test Random actively managed portfolio
random.benchmark Random Naive Benchmark Portfolios
random.benchmark.test Random Naive Benchmark Portfolio
random.bounded Random bounded portfolio
random.bounded.test Random bounded portfolio
random.equal Random equal weighted portfolios
random.equal.test Random equal weighted portfolios
random.general Random general portfolio
random.general.test Random general portfolio
random.longonly Random long only portfolio
random.longonly.test Random long only portfolio
random.longshort Generate random long short porfolio
random.longshort.test Random long short portfolio test
random.shortonly Random short only portfolio
random.shortonly.test Random short only portfolio
rbenchmark Generate random naive benchmark portfolios
rbenchmark.test Generate random naive benchmark portfolios
rbounded Random bounded portfolios
rbounded.test Random bounded portfolios
requal Generate equal weighted portfolios
requal.test Generate equal weighted portfolios
rgeneral Generate random general portfolios
rgeneral.test Generate random general portfolios
rlongonly Generate random long only portfolios
rlongonly.test Generate random long only portfolios
rlongshort Generate long short portfolios
rlongshort.test Generate random long short portfolios
rshortonly Generate short only portfolios
rshortonly.test Generate random short only portfolios
segment.complement Complement of Investment Segments
set.segments Set segment weights from portfolios
underweight.segments Underweight Active Investment Segment Exposures