R-SIG-Finance September 2005

Thread Subject Author Date

25 messages in 13 threads

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Creating a Price Series From a Returns Series Using R

1 msg Sep 27

Brahm, David Creating a Price Series From a Returns Series Using R Sep 27, 2005

Creating a Price Series From a Returns Series Using R

1 msg Sep 27

walmir-rodrigues Creating a Price Series From a Returns Series Using R Sep 27, 2005

Creating a Price Series From a Returns Series Using R

2 msgs Sep 27

Katherine Walton Creating a Price Series From a Returns Series Using R Sep 26, 2005

Patrick Burns Creating a Price Series From a Returns Series Using R Sep 27, 2005

Portfolio performance metrics/ratios

1 msg Sep 27

Sankalp Upadhyay Portfolio performance metrics/ratios Sep 27, 2005

Compatibility between Rmetrics and Finmetrics

2 msgs Sep 24

Paolo Cavatore Compatibility between Rmetrics and Finmetrics Sep 18, 2005

Spencer Graves Compatibility between Rmetrics and Finmetrics Sep 24, 2005

Portfolio optimization

1 msg Sep 22

P. Hénaff Portfolio optimization Sep 22, 2005

PTF Optimization Beyond Historical Data

1 msg Sep 21

L.Isella PTF Optimization Beyond Historical Data Sep 21, 2005

Portfolio Wgts Optimization

2 msgs Sep 21

Manoj Portfolio Wgts Optimization Sep 20, 2005

Patrick Burns Portfolio Wgts Optimization Sep 21, 2005

minimum variance hedge ratio

1 msg Sep 19

Krishna Kumar minimum variance hedge ratio Sep 19, 2005

function to calc Fama-French 3 factor model

6 msgs Sep 13

Andrew West function to calc Fama-French 3 factor model Sep 1, 2005

Dirk Eddelbuettel function to calc Fama-French 3 factor model Sep 1, 2005

Gabor Grothendieck function to calc Fama-French 3 factor model Sep 2, 2005

Andrew West function to calc Fama-French 3 factor model Sep 8, 2005

Spencer Graves function to calc Fama-French 3 factor model Sep 10, 2005

Marco Salvini Book Sep 13, 2005

Missing

2 msgs Sep 12

Jan-Paul Roodbol Missing Sep 10, 2005

Marco Salvini Missing Sep 12, 2005

Bug report for get.hist.quote()

1 msg Sep 5

Adrian Trapletti Bug report for get.hist.quote() Sep 5, 2005

Bug report for get.hist.quote()

4 msgs Sep 5

Ajay Shah Bug report for get.hist.quote() Sep 4, 2005

Ajay Shah Bug report for get.hist.quote() Sep 5, 2005

Martin Keller-Ressel Bug report for get.hist.quote() Sep 5, 2005

Martin Keller-Ressel Bug report for get.hist.quote() Sep 5, 2005