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| Name | Last modified | Size | Description |
|---|---|---|---|---|
| Parent Directory | - | ||
| MultivariateMoments.tex | 2008-09-30 10:00 | 3.1K | |
| MultivariateRisk.MM.tex | 2008-09-30 10:00 | 4.1K | |
| VaR.Beyond.tex | 2008-09-30 10:00 | 2.2K | |
| VaR.CornishFisher.tex | 2008-09-30 10:00 | 7.7K | |
| VaR.Marginal.tex | 2008-09-30 10:00 | 2.0K | |
| chart.Correlation.color.tex | 2008-09-30 10:00 | 1.6K | |
| cum.utils.tex | 2008-09-30 10:00 | 1.5K | |
| download.RiskFree.tex | 2008-09-30 10:00 | 1.6K | |
| download.SP500PriceReturns.tex | 2008-09-30 10:00 | 1.7K | |
| rollingRegression.tex | 2008-09-30 10:00 | 1.2K | |
| rollingStat.tex | 2008-09-30 10:00 | 1.6K | |
| ActivePremium.tex | 2009-10-22 13:44 | 1.5K | |
| BetaCoMoments.tex | 2009-10-22 13:44 | 5.2K | |
| CAPM.alpha.tex | 2009-10-22 13:44 | 1.9K | |
| CAPM.beta.tex | 2009-10-22 13:44 | 4.0K | |
| CAPM.utils.tex | 2009-10-22 13:44 | 4.5K | |
| CalmarRatio.tex | 2009-10-22 13:44 | 2.6K | |
| CoMoments.tex | 2009-10-22 13:44 | 3.5K | |
| DownsideDeviation.tex | 2009-10-22 13:44 | 4.4K | |
| ES.tex | 2009-10-22 13:44 | 12K | |
| InformationRatio.tex | 2009-10-22 13:44 | 1.8K | |
| KellyRatio.tex | 2009-10-22 13:44 | 2.1K | |
| Omega.tex | 2009-10-22 13:44 | 3.6K | |
| PerformanceAnalytics-internal.tex | 2009-10-22 13:44 | 7.4K | |
| PerformanceAnalytics-package.tex | 2009-10-22 13:44 | 49K | |
| Return.Geltner.tex | 2009-10-22 13:44 | 2.1K | |
| Return.annualized.tex | 2009-10-22 13:44 | 1.9K | |
| Return.calculate.tex | 2009-10-22 13:44 | 2.8K | |
| Return.clean.tex | 2009-10-22 13:44 | 2.4K | |
| Return.cumulative.tex | 2009-10-22 13:44 | 1.5K | |
| Return.excess.tex | 2009-10-22 13:44 | 2.0K | |
| Return.portfolio.tex | 2009-10-22 13:44 | 2.3K | |
| Return.read.tex | 2009-10-22 13:44 | 2.8K | |
| Return.relative.tex | 2009-10-22 13:44 | 965 | |
| SharpeRatio.annualized.tex | 2009-10-22 13:44 | 2.5K | |
| SharpeRatio.modified.tex | 2009-10-22 13:44 | 2.4K | |
| SharpeRatio.tex | 2009-10-22 13:44 | 1.8K | |
| SmoothingIndex.tex | 2009-10-22 13:44 | 5.2K | |
| SortinoRatio.tex | 2009-10-22 13:44 | 2.5K | |
| StdDev.annualized.tex | 2009-10-22 13:44 | 2.6K | |
| Style.tex | 2009-10-22 13:44 | 7.8K | |
| TrackingError.tex | 2009-10-22 13:44 | 1.7K | |
| TreynorRatio.tex | 2009-10-22 13:44 | 1.9K | |
| UpDownRatios.tex | 2009-10-22 13:44 | 2.5K | |
| UpsidePotentialRatio.tex | 2009-10-22 13:44 | 4.0K | |
| VaR.tex | 2009-10-22 13:44 | 16K | |
| apply.fromstart.tex | 2009-10-22 13:44 | 1.4K | |
| apply.rolling.tex | 2009-10-22 13:44 | 1.7K | |
| centeredmoments.tex | 2009-10-22 13:44 | 2.8K | |
| chart.ACF.tex | 2009-10-22 13:44 | 1.9K | |
| chart.Bar.tex | 2009-10-22 13:44 | 1.6K | |
| chart.BarVaR.tex | 2009-10-22 13:44 | 5.0K | |
| chart.Boxplot.tex | 2009-10-22 13:44 | 3.1K | |
| chart.CaptureRatios.tex | 2009-10-22 13:44 | 3.4K | |
| chart.Correlation.tex | 2009-10-22 13:44 | 1.1K | |
| chart.CumReturns.tex | 2009-10-22 13:44 | 2.1K | |
| chart.Drawdown.tex | 2009-10-22 13:44 | 1.8K | |
| chart.ECDF.tex | 2009-10-22 13:44 | 2.6K | |
| chart.Events.tex | 2009-10-22 13:44 | 2.7K | |
| chart.Histogram.tex | 2009-10-22 13:44 | 6.6K | |
| chart.QQPlot.tex | 2009-10-22 13:44 | 5.0K | |
| chart.Regression.tex | 2009-10-22 13:44 | 3.7K | |
| chart.RelativePerformance.tex | 2009-10-22 13:44 | 2.8K | |
| chart.RiskReturnScatter.tex | 2009-10-22 13:44 | 4.2K | |
| chart.RollingCorrelation.tex | 2009-10-22 13:44 | 1.8K | |
| chart.RollingMean.tex | 2009-10-22 13:44 | 1.5K | |
| chart.RollingPerformance.tex | 2009-10-22 13:44 | 6.0K | |
| chart.RollingRegression.tex | 2009-10-22 13:44 | 3.4K | |
| chart.Scatter.tex | 2009-10-22 13:44 | 2.7K | |
| chart.SnailTrail.tex | 2009-10-22 13:44 | 4.1K | |
| chart.StackedBar.tex | 2009-10-22 13:44 | 5.8K | |
| chart.TimeSeries.tex | 2009-10-22 13:45 | 6.5K | |
| chart.VaRSensitivity.tex | 2009-10-22 13:45 | 3.2K | |
| charts.PerformanceSummary.tex | 2009-10-22 13:45 | 3.1K | |
| charts.RollingPerformance.tex | 2009-10-22 13:45 | 1.8K | |
| checkData.tex | 2009-10-22 13:45 | 1.9K | |
| clean.boudt.tex | 2009-10-22 13:45 | 5.9K | |
| edhec.tex | 2009-10-22 13:45 | 2.4K | |
| findDrawdowns.tex | 2009-10-22 13:45 | 1.9K | |
| kurtosis.tex | 2009-10-22 13:45 | 1.9K | |
| managers.tex | 2009-10-22 13:45 | 1.3K | |
| maxDrawdown.tex | 2009-10-22 13:45 | 1.5K | |
| mean.utils.tex | 2009-10-22 13:45 | 1.8K | |
| skewness.tex | 2009-10-22 13:45 | 1.7K | |
| sortDrawdowns.tex | 2009-10-22 13:45 | 1.6K | |
| table.AnnualizedReturns.tex | 2009-10-22 13:45 | 1.5K | |
| table.Arbitrary.tex | 2009-10-22 13:45 | 4.6K | |
| table.Autocorrelation.tex | 2009-10-22 13:45 | 1.7K | |
| table.CAPM.tex | 2009-10-22 13:45 | 1.7K | |
| table.CalendarReturns.tex | 2009-10-22 13:45 | 1.9K | |
| table.CaptureRatios.tex | 2009-10-22 13:45 | 1.7K | |
| table.Correlation.tex | 2009-10-22 13:45 | 1.3K | |
| table.DownsideRisk.tex | 2009-10-22 13:45 | 1.6K | |
| table.Drawdowns.tex | 2009-10-22 13:45 | 1.5K | |
| table.HigherMoments.tex | 2009-10-22 13:45 | 1.9K | |
| table.MonthlyReturns.tex | 2009-10-22 13:45 | 1.4K | |
| table.RollingPeriods.tex | 2009-10-22 13:45 | 2.1K | |
| textplot.tex | 2009-10-22 13:45 | 7.1K | |
| weights.tex | 2009-10-22 13:45 | 760 | |