BXMdata                 CBOE S&P 500 BuyWrite Index
CRSPLiquidMktCapGrpsCnts
                        CRSP Stocks Cap Groups Counts
CboeOptionStrategies    CboeOptionStrategies
ConferenceBoardETI      ConferenceBoardETI
FRBinterestRates        Federal Reserve Board Interest Rates
HFstrategies            Hedge Fund Strategies Returns
KRest                   Kurtosis Estimator
MarketData              Global Baskets of Equity and Bonds
SKest                   Skewness estimator
SP400Industrials        SP400Industrials
SP425Industrials        SP425Industrials
SP500                   SP500
SP500data               SP500data
SP500from1967to2007     SP500from1967to2007
SPIndustrials           SPIndustrials
ShortDurationCredit     ShortDurationCredit
USTreasuryTradeweb      USTreasuryTradeweb
abbreviate_name         Abbreviate a vector of names
barplotWts              A Barplot of a Set of Portfolio Weights
bootEfronts             Bootstrapped Efficient Frontiers
buildPortfolios         Build a List of Portfolio Specifications
                        (Default Example)
chart.Efront            Create Efficient Frontier
cleanOutliers           Clean Returns Outliers Effectively
crsp.returns8           CRSP Returns for 8 stocks in 4 cap groups
datFF3W                 Fama-French 3-Factor Model Weekly Time Series
datFF4W                 Fama-French 4-Factor Model Weekly Time Series
divHHI                  HHI Based Diversification Index
ellipsesPlotPCRA.covfm
                        Overlaid Correlations Ellipses Plots
ewmaMeanVol             EWMA Mean and Volatility
factorsSPGMI            SPGMI Data 14 Factors for 294 Stocks
getPCRAData             Download CRSP and SPGMI Data
gfunds5                 Five German Investment Funds
invensysEPS             Invensys Earnings per Share
levgLongShort           Long Short Portfolio Leverage
mathEfront              Efficient Frontiers from Returns
mathEfrontCashRisky     Math Efficient Frontier: Cash and Risky Assets
mathEfrontRisky         Efficient Frontier of Risky Stocks
mathEfrontRiskyMuCov    Efficient Frontier
mathGmv                 Global Minimum Variance Portfolio (GMV)
mathGmvMuCov            Global Minimum Variance Portfolios From Mu and
                        Cov
mathTport               Tangency Portfolio Weights
mathWtsEfrontRisky      Efficient Frontier Portfolio Weights Vectors
mathWtsEfrontRiskyMuCov
                        Efficient Frontier Portfolio Weights Vectors
meanReturns4Types       Four Types of Mean Returns
minVarCashRisky         Minimum Variance Portfolio
minVarRiskyLO           Title Minimum Variance Long-Only Risky Assets
                        Portfolio
opt.outputMvoPCRA       Optimal Portfolio Weights and Performance
plotLSandHuberRobustSFM
                        Plot LS and Huber SFM Fits
plotLSandRobustSFM      Robust and Least Square Single Factor Model
                        (SFM) Fits
psiHuber                Huber psi function
qqnormDatWindat         qqnormDatWindat
retDD                   CRSP Returns of Stock with Ticker DD
retEDS                  CRSP Returns of Stock with Ticker EDS
retFNB                  CRSP Returns of Stock with Ticker FNB
retKBH                  CRSP Returns of Stock with Ticker KBH
retMER                  CRSP Returns of Stock with Ticker MER
retOFG                  CRSP Returns of Stock with Ticker OFG
retPSC                  CRSP Returns of Stock with Ticker PSC
retVHI                  CRSP Returns of Stock with Ticker VHI
retWTS                  CRSP Returns of Stock with Ticker WTS
returnsCRSPxts          Select CRSP Stocks Returns
runMultipleBacktests    Run Multiple Portfolio Backtests and Plot
runPortfolioBacktest    Run Portfolio Backtest and Plot
selectCRSPandSPGMI      Select and merge data from the stocksCRSP and
                        factorsSPGMI data sets
stocksCRSPdaily         CRSP daily stocks data for 294 stocks
stocksCRSPmonthly       stocksCRSPmonthly
stocksCRSPweekly        CRSP weekly stocks data for 294 stocks
stocksCRSPxts           Select CRSP Stocks Returns
to_monthly              Function to convert from daily to weekly
                        returns.
to_weekly               Function to convert from daily to weekly
                        returns.
transferCoef            Transfer Coefficent
tsPlotMP                Lattice Multi-Panel Time Series Plots
turnOver                Portfolio Turnover
update_dev_pkg          Update to Developer version on Github that have
                        access to additional functions and data
winsorMean              Winsorized Mean
winsorize               Winsorize Data
