active.extension        Enable active extension portfolios
alpha                   Set new alpha of a portfolio.model
aux_portfolio.default   Set portfolio.model default values
aux_risk.alias          Convert risk alias names to internal names
aux_simulate.scenarios
                        Simulate a multivariate-normal scenario.set
linear.constraint.eq    Create or update a vector-based linear equality
                        constraint set
linear.constraint.iq    Create or update a vector-based linear
                        inequality constraint set
long.only               Disable active extension portfolios
lower.bound             Set lower bounds on assets
momentum                Set momentum parameters for a portfolio.model
objective               Set new objective of a portfolio.model
optimal.portfolio       Meta-function to optimize portfolios given a
                        portfolio.model instance
optimal.portfolio.1overN
                        1 over N portfolio
optimal.portfolio.expected.shortfall
                        Portfolio Optimization minimizing Conditional
                        Value at Risk (CVaR)
optimal.portfolio.expected.shortfall.long.short
                        Portfolio Optimization minimizing Conditional
                        Value at Risk (CVaR) with active extensions
optimal.portfolio.mad   Portfolio Optimization minimizing MAD
optimal.portfolio.mad.long.short
                        Portfolio Optimization minimizing MAD (Active
                        Extension)
optimal.portfolio.markowitz
                        Portfolio Optimization minimizing Standard
                        Deviation
optimal.portfolio.momentum
                        Momentum portfolio including momentum for
                        active extensions
optimal.portfolio.reward
                        Compute maximum/minimum return portfolio given
                        the constraints
po.tutorial             Open a specific portfolio.optimization package
                        tutorial
portfolio.loss          Return the loss distribution of the
                        portfolio.model
portfolio.model         Create a portfolio.model instance (or fix an
                        existing one)
portfolio.optimization-package
                        Contemporary Portfolio Optimization
portfolio.weights       Return the portfolio weights of a
                        portfolio.model
print.portfolio.model   Overload print() for portfolio.model
sp100w17                S&P 100 weekly stock returns 2017
sp100w17av              S&P 100 average trading volume over the whole
                        year 2017
sp100w17av30s           S&P 100 weekly stock returns 2017 of 30 stocks
                        with the highest average trading volume over
                        the whole year
upper.bound             Set upper bounds on assets
