Third quarter 2005 Archives by author

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Starting: Sun Jul 10 20:00:40 CEST 2005
Ending: Wed Sep 28 00:11:02 CEST 2005
Messages: 57

• [R-sig-finance] Creating a Price Series From a Returns Series Using R   Brahm, David
• [R-sig-finance] Portfolio Wgts Optimization   Patrick Burns
• [R-sig-finance] Creating a Price Series From a Returns Series Using R   Patrick Burns
• [R-sig-finance] Generalized Method of Moments package for R?   Gray Calhoun
• [R-sig-finance] Compatibility between Rmetrics and Finmetrics   Paolo Cavatore
• [R-sig-finance] Rmetrics Newbie   Dirk Eddelbuettel
• [R-sig-finance] Set time zone environment variable to "GMT"?   Dirk Eddelbuettel
• [R-sig-finance] Generalized Method of Moments package for R?   Dirk Eddelbuettel
• [R-sig-finance] function to calc Fama-French 3 factor model   Dirk Eddelbuettel
• [R-sig-finance] Rmetrics Newbie   Spencer Graves
• [R-sig-finance] Set time zone environment variable to "GMT"?   Spencer Graves
• [R-sig-finance] function to calc Fama-French 3 factor model   Spencer Graves
• [R-sig-finance] Compatibility between Rmetrics and Finmetrics   Spencer Graves
• [R-sig-finance] R and Prompt   Gabor Grothendieck
• [R-sig-finance] Financial Beta calculation   Gabor Grothendieck
• [R-sig-finance] RDCOMClient libarary compatibility   Gabor Grothendieck
• [R-sig-finance] RDCOMClient libarary compatibility   Gabor Grothendieck
• [R-sig-finance] function to calc Fama-French 3 factor model   Gabor Grothendieck
• [R-sig-finance] Solve.QP   KAHRA HANNU
• [R-sig-finance] RDCOMClient libarary compatibility   Massato Hirai
• [R-sig-finance] Portfolio optimization   P. Hénaff
• [R-sig-finance] Bug report for get.hist.quote()   Martin Keller-Ressel
• [R-sig-finance] Bug report for get.hist.quote()   Martin Keller-Ressel
• [R-sig-finance] help on optimal hedge variance ratio required   Krishna
• [R-sig-finance] optimal hedge variance ratio   Krishna
• [R-sig-finance] minimum variance hedge ratio   Krishna
• [R-sig-finance] Solve.QP   L.Isella
• [R-sig-finance] R and Prompt   L.Isella
• [R-sig-finance] PTF Optimization Beyond Historical Data   L.Isella
• [R-sig-finance] Portfolio Wgts Optimization   Manoj
• [R-sig-finance] Markowitz with non-linear constraints   Molins, Jordi
• [R-sig-finance] RDCOMClient libarary compatibility   Molins, Jordi
• [R-sig-finance] RDCOMClient libarary compatibility   Murphy, Aran (US-Inst_Research & Strategy)
• [R-sig-finance] Rmetrics Newbie   Nico
• [R-sig-finance] Financial Beta calculation   August Petrillo
• [R-sig-finance] newbie   Jan-Paul Roodbol
• [R-sig-finance] Missing   Jan-Paul Roodbol
• [R-sig-finance] Missing   Marco Salvini
• [R-sig-finance] Book   Marco Salvini
• [R-sig-finance] Rmetrics Newbie   Ajay Narottam Shah
• [R-sig-finance] Puzzled on a granger causality situation   Ajay Narottam Shah
• [R-sig-finance] Bug report for get.hist.quote()   Ajay Narottam Shah
• [R-sig-finance] Bug report for get.hist.quote()   Ajay Narottam Shah
• [R-sig-finance] help on optimal hedge variance ratio required   Adrian Trapletti
• [R-sig-finance] Bug report for get.hist.quote()   Adrian Trapletti
• [R-sig-finance] Portfolio performance metrics/ratios   Sankalp Upadhyay
• [R-sig-finance] Creating a Price Series From a Returns Series Using R   Katherine Walton
• [R-sig-finance] newbie   Andrew West
• [R-sig-finance] function to calc Fama-French 3 factor model   Andrew West
• [R-sig-finance] function to calc Fama-French 3 factor model   Andrew West
• [R-sig-finance] Puzzled on a granger causality situation   Achim Zeileis
• [R-sig-finance] Solve.QP   roger bos
• [R-sig-finance] R and Prompt   roger bos
• [R-sig-finance] Import from Bloomberg   jonathan.r.larkin at jpmorgan.com
• [R-sig-finance] RDCOMClient libarary compatibility   jonathan.r.larkin at jpmorgan.com
• [R-sig-finance] RDCOMClient libarary compatibility   jonathan.r.larkin at jpmorgan.com
• [R-sig-finance] Creating a Price Series From a Returns Series Using R   walmir-rodrigues

Last message date: Wed Sep 28 00:11:02 CEST 2005
Archived on: Wed Sep 28 00:11:13 CEST 2005

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