R-SIG-Finance November 2022

Thread Subject Author Date

10 messages

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Wednesday, November 30, 2022 1 email

Joshua Ulrich R/Finance 2023: Call for Presentations

Friday, November 25, 2022 1 email

yanlu2018 Rugarch - ugarchroll (eGarch 1,

Wednesday, November 16, 2022 1 email

Jarno Bergmeier PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint

Tuesday, November 15, 2022 2 emails

Pankaj K Agarwal PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Jarno Bergmeier PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint

Monday, November 7, 2022 5 emails

Frank Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Daniel Cegiełka Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Joshua Ulrich Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Frank Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)