Optimization Solvers in PortfolioAnalyticsUpdated 1 months ago

Brian G. Peterson

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PerformanceAnalytics Charts and Tables Presentation - Meielisalp - 2007Updated 2 months ago

Brian G. Peterson

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PerformanceAnalytics Data Mining Presentation - UseR - 2007Updated 2 months ago

Brian G. Peterson

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Portfolio ReturnsUpdated 2 months ago

Brian G. Peterson

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An Introduction to Portfolio Optimization with PortfolioAnalyticsUpdated 4 months ago

Brian G. Peterson

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PerformanceAnalytics Charts and Tables ReferenceUpdated 1 years ago

Brian G. Peterson

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textplot Presentation for CRUG 2011Updated 1 years ago

Brian G. Peterson

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Custom Moment and Objective FunctionsUpdated 2 years ago

Brian G. Peterson

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Portfolio Optimization with CVaR budgets in PortfolioAnalyticsUpdated 2 years ago

Brian G. Peterson

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Portfolio Optimization with ROI in PortfolioAnalyticsUpdated 2 years ago

Brian G. Peterson

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CVXR for PortfolioAnalyticsUpdated 2 years ago

Brian G. Peterson

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Using Robust Covariance Matrix Estimators in PortfolioAnalyticsUpdated 2 years ago

Brian G. Peterson

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Estimation of Higher Order MomentsUpdated 5 years ago

Brian G. Peterson

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Standard Errors for Risk and Performance EstimatorsUpdated 6 years ago

Brian G. Peterson

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