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Peter Carl
Peter Carl
William Blair
Verified email at gsb.uchicago.edu
Title
Cited by
Cited by
Year
PerformanceAnalytics: Econometric tools for performance and risk analysis
BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, M Lestel, ...
R package version 1 (3), 2014
5662014
Differential evolution with DEoptim: an application to non-convex portfolio optimization
D Ardia, K Boudt, P Carl, K Mullen, BG Peterson
The R Journal 3 (1), 27-34, 2011
2582011
Package ‘performanceanalytics’
BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ...
R Team Cooperation 3, 13-14, 2018
1422018
Asset allocation with conditional value-at-risk budgets
K Boudt, P Carl, BG Peterson
Journal of Risk 15 (3), 39-68, 2012
982012
PerformanceAnalytics: Econometric tools for performance and risk analysis
P Carl, BG Peterson, K Boudt, E Zivot
R package version 1 (2.1), 2010
512010
PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis. 2020
BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ...
R package version 2 (4), 2022
302022
PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis, R Package Version 2.0. 4. 2020
BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ...
172020
Differential evolution (deoptim) for non-convex portfolio optimization
D Ardia, K Boudt, P Carl, KM Mullen, B Peterson
162010
PerformanceAnalytics: Econometric tools for performance and risk analysis (R package version 2.0. 4)[Computer software]. 2020
BG Peterson, P Carl
102020
Portfolio analytics: portfolio analysis, including numerical methods for optimization of portfolios. R package version 1.0. 3636
BG Peterson, P Carl
URL: https://CRAN. R-project. org/package= PortfolioAnalytics, 2015
102015
PerformanceAnalytics: econometric tools for performance and risk analysis: R package version 1
BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, M Lestel, ...
92014
Package ‘PerformanceAnalytics’
P Carl, BG Peterson, MBG Peterson
Retrieved March 29, 2011, 2010
82010
PortfolioAnalytics: Portfolio analysis, including numeric methods for optimization of portfolios
K Boudt, P Carl, BG Peterson
R package version 0.8 2, 2012
72012
PerformanceAnalytics: Econometric tools for performance and risk analysis in R, 2009
P Carl, BG Peterson
URL https://github. com/braverock/PerformanceAnalytics. R package version 1 …, 0
6
Package ‘portfolioanalytics’
BG Peterson, P Carl, K Boudt, R Bennett, H Varon, G Yollin, RD Martin
Technical report, Technical report, 2015. URL https://cran. r-project. org …, 2015
52015
Hedge fund portfolio selection with modified expected shortfall
K Boudt, BG Peterson, P Carl
WIT Transactions on Information and Communication Technologies 41, 99-107, 2008
52008
PerformanceAnalytics: Econometric tools for performance and risk analysis. R package version 1.4. 3541, 2014
BG Peterson, P Carl
5
PerformanceAnalytics Charts and Tables Overview
P Carl, BG Peterson
32020
Portfolio optimization with conditional value-at-risk budgets
K Boudt, P Carl, B Peterson
R/Finance 2010: Applied Finance with R, Date: 2010/04/16-2010/04/17 …, 2010
32010
Architecture for the Middle Kingdon
P Carl
Architecture Today, 8-9, 2013
2013
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