| CLA |
Critical Line Algorithm for mean-variance optimal portfolio |
| findMu |
Find mu(W) and W, given sigma(W) and CLA result |
| findSig |
Find sigma(W) and W, given mu(W) and CLA result |
| MS |
Means (Mu) and Standard Deviations (Sigma) of the "Turning Points" from CLA |
| muS.10ex |
10 Assets Example Data from Markowitz & Todd |
| muS.sp500 |
Return Expectation and Covariance for "FRAPO"s SP500 data |
| muSigmaGarch |
Compute (mu, Sigma) for a Set of Assets via GARCH fit |
| plot.CLA |
Plotting CLA() results including Efficient Frontier |
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)