An Introduction to Portfolio Optimization with PortfolioAnalyticsUpdated 3 months ago

Brian G. Peterson

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Custom Moment and Objective FunctionsUpdated 3 months ago

Brian G. Peterson

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Portfolio Optimization with CVaR budgets in PortfolioAnalyticsUpdated 3 months ago

Brian G. Peterson

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Portfolio Optimization with ROI in PortfolioAnalyticsUpdated 3 months ago

Brian G. Peterson

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CVXR for PortfolioAnalyticsUpdated 7 months ago

Brian G. Peterson

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Using Robust Covariance Matrix Estimators in PortfolioAnalyticsUpdated 7 months ago

Brian G. Peterson

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Estimation of Higher Order MomentsUpdated 3 years ago

Brian G. Peterson

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How to Present Tables in Plot DevicesUpdated 5 years ago

Brian G. Peterson

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Portfolio ReturnsUpdated 5 years ago

Brian G. Peterson

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Standard Errors for Risk and Performance EstimatorsUpdated 5 years ago

Brian G. Peterson

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PerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007Updated 10 years ago

Brian G. Peterson

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PerformanceAnalytics Data Mining Presentation - UseR - 2007Updated 10 years ago

Brian G. Peterson

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PerformanceAnalytics Charts and Tables ReferenceUpdated 11 years ago

Brian G. Peterson

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