R: Portfolio Theory

# Portfolio Theory

## Documentation for package ‘rportfolio’ version 0.0.3

- DESCRIPTION file

## Help Pages

alpha.capm | CAPM Alpha
beta.capm | CAPM Beta
funds | Sample Portfolio Return
jenson.alpha | Jenson's Alpha
markowitz.model | Markowitz Mean-Variance Model
premium.active | Active Premium
ratio.information | Information Ratio
ratio.sharpe | Sharpe Ratio
ratio.sortino | Sortino Ratio
ratio.treynor | Treynor Ratio
returns.cal | Annualized Returns
risk.premium | Risk Premium of a Security
semi.deviation | Semi Deviation/ Down side Deviation
tracking.error | Tracking Error