4ad02adfce82aa82292b2eb0bc5acf00 *DESCRIPTION
277d4f54a0dc199e11f4866613ac66d1 *NAMESPACE
104a058a464c0529dc7bea723debce1b *R/CRSPLiquidMktCapGrpsCnts.R
4f64b958e5519a06e4a9bfcf92548515 *R/CboeOptionStrategies.R
7803713bb7c4c5a6dde05c55febdede1 *R/ConferenceBoardETI.R
c18ebed77e8b250375b9936558f4f423 *R/KRest.R
137d4a711eb6627bbf96b3f1b23b1b76 *R/PCRA-package.R
3ef5af8d8450caaefbd484e59b3385d0 *R/PCRAData.R
14b97cf1e985c63a1d09ffa5f07fb003 *R/SKest.R
8234c757a677abd973a2f1bca2bc98ed *R/SP400Industrials.R
41e3442223a7cdf32630ab5bc8f0168e *R/SP425Industrials.R
39fb6224ef4f15dab56282e699e4a028 *R/SP500.R
20d7e566fd939d30afeae769f9ce5326 *R/SP500data.R
e8c618e028b5fa2c9d5cbfebbec9762d *R/SP500from1967to2007.R
789e1aaf2efb3de39f3438e95921f55f *R/SPIndustrials.R
6bb7440bb94bd3c288dbf6e947f5c5e9 *R/ShortDurationCredit.R
6a853e52e86536783f190b1e35195092 *R/USTreasuryTradeweb.R
84e64dfabb52601eaf1148581a0e7888 *R/Utils.R
4b740be9d951c656624688c0e84d38dd *R/barplotWts.R
53af9e1f34d55a1107cd0bfb189ad092 *R/bootEfronts.R
7838d270713fab9b10d685cde422ab08 *R/buildPortfolios.R
d83a4248dff47bb20af41091eff596b1 *R/chart.Efront.R
049ae83529cb9962ab35cdf587df2361 *R/cleanOutliers.R
9e475b09f89b4fa07ff258e7a770b164 *R/data.R
dda0913b0b1a08e9480700f30c7bc916 *R/divHHI.R
af144818ea6514782c77241e5fedda2d *R/ellipsesPlotPCRA.covfm.R
8250983c5aaad7ab6a7f5029dc1469af *R/ewmaMeanVol.R
84172d5def726822b2c69373e6f0a262 *R/factorsSPGMI.R
ca4047f6303978317908ec98692ead76 *R/levgLongShort.R
1abd30d07a649ddeeeecd8447e634577 *R/mathEfront.R
3ea5f5bb8b38bc9916309c9eb918a411 *R/mathEfrontCashRisky.R
5ccdf0e2de797bf8b47432daaa6e3991 *R/mathEfrontRisky.R
f4d3c0061bbb0243b4424bbf5f963362 *R/mathEfrontRiskyMuCov.R
27e05dd17db3679debfaff88eb5a27a6 *R/mathGmv.R
5adc1f85484e20f64a7d8a268ab8fcae *R/mathGmvMuCov.R
01063c4969142a4028511fcceb29dde7 *R/mathTport.R
f2606b4bc20a1bd3267ff80ab8fcd431 *R/mathWtsEfrontRisky.R
fec7859e67316f9c85fe9f8156de9cec *R/mathWtsEfrontRiskyMuCov.R
77dfdbac663bce48acabc71f7b94526e *R/meanReturns4Types.R
decc8da3ea32ad930a1e9caf859010aa *R/minVarCashRisky.R
60d8b600a5ac11e436791d2d48cf0125 *R/minVarRiskyLO.R
ef0ca9aa42d5d0deabfe1cb8e34047ff *R/opt.outputMvoPCRA.R
cbb595e7f41f9a7013aea45471e9f613 *R/plotLSandHuberRobustSFM.R
141f00a0d2598fdd8e35a24ed61cf037 *R/plotLSandRobustSFM.R
6bf718fba826b59c982c90e17b231c07 *R/psiHuber.R
a9476ef443054b695eafaf0b067df539 *R/qqnormDatWindat.R
cc82c8944cfcf7d9e1692ace94a9c1df *R/returnsCRSPxts.R
601194d133933e1420e6f2c0ec454047 *R/runMultipleBacktests.R
a81e4827490ceac188dca86342fe05a3 *R/runPortfolioBacktest.R
c09541158645987956a38f247d30aaaf *R/selectCRSPandSPGMI.R
bf98979b3b526d1744ba9eb747ba02fd *R/stocksCRSPdailyweekly.R
a6076743d725f395059a88b399422dbb *R/stocksCRSPmonthly.R
4056b714675903bbaeac962fcbd25255 *R/stocksCRSPxts.R
1b1dd8cf33ca725da98e5f875eb1575d *R/to_monthly.R
6e9a0f4ae8b2b07dd085a5778f583e89 *R/to_weekly.R
8d898a2f5b76caec2e5515de67e73470 *R/transferCoef.R
f476dc3b802470f10db25af327b7fee4 *R/tsPlotMP.R
e474c4c68300792ce7e630fabebe8bb3 *R/turnover.R
95768690b47c09974c0baa12780603c5 *R/updateDevPkg.R
0b238c28e96573ab70bb08f192914b65 *R/winsorMean.R
9ea0c49fc02f4b88a909d5bdb70655ae *R/winsorize.R
ed59e88f79934f7fd06891a631fd18ae *build/vignette.rds
a9d3eb72bbbc8bbb289369be9592b83e *data/BXMdata.rda
6a2fe7051feacaf775adf8e273d3bb25 *data/CRSPLiquidMktCapGrpsCnts.rda
a5e0c010bc8079d3ebe08959cbedcc73 *data/CboeOptionStrategies.rda
abc38960028169a7ae9f46c61bb10102 *data/ConferenceBoardETI.rda
e2faf77dab6d109c52ab06672e019c17 *data/FRBinterestRates.rda
e986180c0969d03aeb5fb213f932111b *data/HFstrategies.rda
6b353ace1da19b31714f2ccfbbe791ea *data/MarketData.rda
1ec040ffaedf18bbbd3eb57b694c3a30 *data/SP400Industrials.rda
b775e7240e71a1df11fae59f619a82de *data/SP425Industrials.rda
d013b7c3e234626074f4bea6d2314e9f *data/SP500.rda
a3e4daa614f733ada90b4e5b5bad3320 *data/SP500data.rda
cd21f7018ced7e05571072ca19cbee33 *data/SP500from1967to2007.rda
4202ce3424b9aaa11b64b5720b4ada6f *data/SPIndustrials.rda
3f4510c5f612760d1aa7b68ecec30043 *data/ShortDurationCredit.rda
e4c3cb0bad95595acaa2ee24d5252d68 *data/USTreasuryTradeweb.rda
c8666d26b9a9aab7f4330e6ca68be02f *data/crsp.returns8.rda
06263804a8517383066f005b8bb68cf5 *data/datFF3W.rda
97d5fdf5c559fa96da33f04e9cee5606 *data/datFF4W.rda
179f540892c6db68a5e56d72fc180050 *data/factorsSPGMI.rda
09d73fceffaa69a8b62f2db459fef845 *data/gfunds5.rda
9351a730d859ce7c48c9ff410a8ec22a *data/invensysEPS.rda
9f23b3dead163ebf55e7fb9c1e94d052 *data/retDD.rda
42b43f7171f52dbd2128b621f974d9a6 *data/retEDS.rda
ee9f049c384c682b53775303a2694f3d *data/retFNB.rda
80b130d4f3e0c269c3ac1ffb8915034b *data/retKBH.rda
6863fa3aea634c2f63aaae2471c53776 *data/retMER.rda
d3910933f6f26f15ef1ba83beaa9f5e4 *data/retOFG.rda
bdbd2a86a6762c490aaa0f9dad5798dc *data/retPSC.rda
18573dfb3d1c3d6fb660ad6713507031 *data/retVHI.rda
15709e80ed4dc257d7b6aeade30e4aea *data/retWTS.rda
afac02f7d840829f382b6cc0fd5f3870 *data/stocksCRSPmonthly.rda
f7274218c52e098588358595606fc2b5 *demo/00Index
1465969e05ac92531e84b67e0920ea66 *demo/Ch2_Foundations_demo.R
b344ac93776ac83cefd74c555a90eb7c *demo/Ch3_ModelingAssetReturns_demo.R
3f7ec642b036ad806516980e9fab821c *demo/Ch4_CovarianceMatrices_demo.R
0bfec1e70051e5f20b52b3352eb6a194 *demo/Ch5_Portfolio_Constraints_and_Penalties_demo.R
0ec6bf4776cd7d6e33d29c70b2be7475 *demo/IntroductionCRSPstocksAndSPGMIfactors.R
1b53f9ab153584c6f6bd8098a2e4bc99 *demo/RobustStatisticsForPortfoliosJPM2023.R
f3cfcfd24ccfcfaa390bb52054ec0369 *inst/doc/CRSPStocksAndSPGMIFactorsInPCRA.pdf
e77093f374802185715c90537292ee93 *inst/doc/CRSPStocksAndSPGMIFactorsInPCRA.pdf.asis
ddb6c2b9e14b2aa957bb7ac72911cd67 *inst/doc/PCRAPackageAndDataOverview.pdf
b8d3def45f888321850bcbb1cfe27bcb *inst/doc/PCRAPackageAndDataOverview.pdf.asis
4e2779dbf0ba5820976bbc800a06363d *inst/doc/PCRAReproducibility.pdf
a8b97479c23e0bde52a260b9a29989e4 *inst/doc/PCRAReproducibility.pdf.asis
a50e73fd5e8eb4b23713c82769b2704e *inst/tests/test-data.r
03dc1c498be0ba07bd41ee628cc829dc *inst/tests/test-functions.r
14277b1c71076e733129b265cd0e1964 *man/BXMdata.Rd
7a19ab21900d0a5c97cbed0a65d2b53a *man/CRSPLiquidMktCapGrpsCnts.Rd
1b0466cf4e9db368a4d4f43deb734acc *man/CboeOptionStrategies.Rd
72f3ca0c125a08c4562e24fb7df1dcb7 *man/ConferenceBoardETI.Rd
192323bde5c37805a6f4602b7e34bef5 *man/FRBinterestRates.Rd
7f35dc638d863c2109f8923774274e1b *man/HFstrategies.Rd
8cf764f29a49639a62f7d31096c77887 *man/KRest.Rd
6c253448608379e72856b415a47ec55e *man/MarketData.Rd
984f0d44267944f6de834a17f8fcb0fb *man/PCRA-package.Rd
29e8634ddb3cf73e982758608142ee66 *man/SKest.Rd
9ad655d358048d35c49dbde34ddf0fd6 *man/SP400Industrials.Rd
d7cc699c111544e5355e34251170e797 *man/SP425Industrials.Rd
8f5bdb1ed5d7a3311f6e6af420ebb624 *man/SP500.Rd
0b1ec5f0c05735832209de0b342d2405 *man/SP500data.Rd
421cd288464ba67637c813642fb5e817 *man/SP500from1967to2007.Rd
9138166de97b87e6f855c6fdbaa809d8 *man/SPIndustrials.Rd
a8dd35e9398190c2b05ffd11c0a3509a *man/ShortDurationCredit.Rd
16290634d2eb3be7c9df0e1f53f66de7 *man/USTreasuryTradeweb.Rd
5b74701c876e367275e8d7cf7db3b702 *man/abbreviate_name.Rd
8534d93e26bd57d70e8fb6566a981184 *man/barplotWts.Rd
f9efe921c460f3574e50860aa87f3856 *man/bootEfronts.Rd
6ca2f26cd5fdee710790b7565fc7f7fc *man/buildPortfolios.Rd
c0293441e896812f6ec2499080ded215 *man/chart.Efront.Rd
fb9fbe72e21cad1ff04132d0c24ab83b *man/cleanOutliers.Rd
358c02603d08150aecf7399f919bb712 *man/crsp.returns8.Rd
e7b0056379e3cdb8309ff13cd2858b36 *man/datFF3W.Rd
a8d6f04940f454052c6eb2028a0c63ce *man/datFF4W.Rd
82ebfac120d3ca082923deeaa2b1d0ff *man/divHHI.Rd
4bb13131918600c1a9d3e841c2507f89 *man/ellipsesPlotPCRA.covfm.Rd
ad37d560e9999481a3ad3e5070d59555 *man/ewmaMeanVol.Rd
3519f531f5e4cd07758b183c18321599 *man/factorsSPGMI.Rd
52f16f1d26dab843a45325d1ae1ac0f5 *man/getPCRAData.Rd
e75cb6ac0e6d806fa64d09ead5d346e6 *man/gfunds5.Rd
e346a944f42cf09cb58c9dcb92029766 *man/invensysEPS.Rd
80feb779238edbcc8beaf19ec3eba776 *man/levgLongShort.Rd
64d059811429b33f79df94a4e70a4874 *man/mathEfront.Rd
1c304a6f1ff6ec88c8bb330f87cadee6 *man/mathEfrontCashRisky.Rd
990a471a077b3ab39e99d90b5525d739 *man/mathEfrontRisky.Rd
cbc6277cd95e28b7f4c4224a099be40d *man/mathEfrontRiskyMuCov.Rd
8b5c7340fc3c71939191f8d810b357f8 *man/mathGmv.Rd
f232bf37a355869f0b608e9582ed2628 *man/mathGmvMuCov.Rd
44529233b1c64029d99881297677fcdf *man/mathTport.Rd
23f1c36536ab4e259724950c0c36da42 *man/mathWtsEfrontRisky.Rd
0a01b249aa0b1e8709e092763125b99b *man/mathWtsEfrontRiskyMuCov.Rd
e76330c5d6df1aebd79568b3a5b38748 *man/meanReturns4Types.Rd
30596e339af36b698761b44c5e97adb3 *man/minVarCashRisky.Rd
389065260ec8977e547d6c869de166ff *man/minVarRiskyLO.Rd
4d34f9c6161faa9f2cf9ecfe8d2d0618 *man/opt.outputMvoPCRA.Rd
2efac6272a6803d2fca68fdf148ddfe2 *man/plotLSandHuberRobustSFM.Rd
2b4fe4c4fad647a5e68d644aed616bf2 *man/plotLSandRobustSFM.Rd
4cfbddd842aaf779620d96227286db96 *man/psiHuber.Rd
c664c77bcb6121d9ac39dd13cad47901 *man/qqnormDatWindat.Rd
4c88469a363dc02a3db1aefbc3acd701 *man/retDD.Rd
e67cf21944466451ac3dff2d11d7fd68 *man/retEDS.Rd
9be75824ced16aed8678cdaeed7cd3de *man/retFNB.Rd
e6bb80848eb9ac7c85102e880bc5bce7 *man/retKBH.Rd
438fc0460a5cc318bb068a3b4a5ae606 *man/retMER.Rd
c3eff883a9622bd509e03bf3a7c4a326 *man/retOFG.Rd
fa938b4c5617096d3e2101cb1b1f1e3b *man/retPSC.Rd
dd0c0c6f60a3b606a38773c398852cdf *man/retVHI.Rd
6d2678dec4c92f80a6c8faedd609464b *man/retWTS.Rd
ecffd006837d3040d38c46fbf919bb1f *man/returnsCRSPxts.Rd
4746dc7de60b76ce28fd35de9c52381b *man/runMultipleBacktests.Rd
743e6b9fd2939aca99a4fa9376745baf *man/runPortfolioBacktest.Rd
6b2ede4c3c34c61ac81a149dd214798d *man/selectCRSPandSPGMI.Rd
880b5d0220a36ce7b21c187e977cc717 *man/stocksCRSPdaily.Rd
022430d099b2ed6c6eda972819c07268 *man/stocksCRSPmonthly.Rd
d41d30fb267bb4e63ce6abbcb802927f *man/stocksCRSPweekly.Rd
da2eba53330b14bf534c2e3ff34a5d9f *man/stocksCRSPxts.Rd
f4fd546b63e15935b79dbcc0e98c7015 *man/to_monthly.Rd
432e1a9fdb8f7dbb0d34cd1c938c304c *man/to_weekly.Rd
da11712fe644348a50f70af57ac78ed1 *man/transferCoef.Rd
183f9442e93c9fe7740fed31b491b120 *man/tsPlotMP.Rd
ef41256f719f16ba666d5d3a9ee76e50 *man/turnOver.Rd
7aa146d27e354f6c98a7ab06c29ac550 *man/update_dev_pkg.Rd
cc09b4ce2483ff9673eacbf96fe8ae32 *man/winsorMean.Rd
7a9d57c88cb13436a1545b8e11407302 *man/winsorize.Rd
e77093f374802185715c90537292ee93 *vignettes/CRSPStocksAndSPGMIFactorsInPCRA.pdf.asis
b8d3def45f888321850bcbb1cfe27bcb *vignettes/PCRAPackageAndDataOverview.pdf.asis
a8b97479c23e0bde52a260b9a29989e4 *vignettes/PCRAReproducibility.pdf.asis
