[Returnanalytics-commits] r3148 - pkg/Meucci/demo

[noreply at r-forge.r-project.org]

Author: xavierv
Date: 2013-09-20 17:27:22 +0200 (Fri, 20 Sep 2013)
New Revision: 3148

Modified:
   pkg/Meucci/demo/S_CPPI.R
   pkg/Meucci/demo/S_InvestorsObjective.R
   pkg/Meucci/demo/S_MeanVarianceHorizon.R
   pkg/Meucci/demo/S_UtilityMax.R
Log:
 - fixed non-ASCII characters errors

Modified: pkg/Meucci/demo/S_CPPI.R
===================================================================
--- pkg/Meucci/demo/S_CPPI.R	2013-09-20 13:50:40 UTC (rev 3147)
+++ pkg/Meucci/demo/S_CPPI.R	2013-09-20 15:27:22 UTC (rev 3148)
@@ -5,7 +5,7 @@
 #' A. Meucci - "Exercises in Advanced Risk and Portfolio Management" \url{http://symmys.com/node/170},
 #' "E 264 - Constant proportion portfolio insurance".
 #'
-#' See Meucci's script for "S_CPPI.m"E 264 – Constant proportion portfolio insurance
+#' See Meucci's script for "S_CPPI.m"
 #
 #' @author Xavier Valls \email{flamejat@@gmail.com}
 

Modified: pkg/Meucci/demo/S_InvestorsObjective.R
===================================================================
--- pkg/Meucci/demo/S_InvestorsObjective.R	2013-09-20 13:50:40 UTC (rev 3147)
+++ pkg/Meucci/demo/S_InvestorsObjective.R	2013-09-20 15:27:22 UTC (rev 3148)
@@ -4,7 +4,7 @@
 #'
 #' @references
 #' A. Meucci - "Exercises in Advanced Risk and Portfolio Management" \url{http://symmys.com/node/170},
-#' "E 236 - Simulation of the investor’s objectives".
+#' "E 236 - Simulation of the investor's objectives".
 #'
 #' See Meucci's script for "S_InvestorsObjective.m"
 #

Modified: pkg/Meucci/demo/S_MeanVarianceHorizon.R
===================================================================
--- pkg/Meucci/demo/S_MeanVarianceHorizon.R	2013-09-20 13:50:40 UTC (rev 3147)
+++ pkg/Meucci/demo/S_MeanVarianceHorizon.R	2013-09-20 15:27:22 UTC (rev 3148)
@@ -6,7 +6,7 @@
 #'
 #' @references
 #' A. Meucci - "Exercises in Advanced Risk and Portfolio Management" \url{http://symmys.com/node/170},
-#' "E 256 – Mean-variance pitfalls: horizon effect".
+#' "E 256 - Mean-variance pitfalls: horizon effect".
 #'
 #' See Meucci's script for "S_MeanVarianceHorizon.m" and "E 255 - Mean-variance pitfalls: two-step approach II" from the book.
 #

Modified: pkg/Meucci/demo/S_UtilityMax.R
===================================================================
--- pkg/Meucci/demo/S_UtilityMax.R	2013-09-20 13:50:40 UTC (rev 3147)
+++ pkg/Meucci/demo/S_UtilityMax.R	2013-09-20 15:27:22 UTC (rev 3148)
@@ -5,7 +5,7 @@
 #' A. Meucci - "Exercises in Advanced Risk and Portfolio Management" \url{http://symmys.com/node/170},
 #' "E 263 - Utility maximization II".
 #'
-#' See Meucci's script for "S_UtilityMax.m" and "E 262 – Utility maximization I" from the book.
+#' See Meucci's script for "S_UtilityMax.m" and "E 262 - Utility maximization I" from the book.
 #
 #' @author Xavier Valls \email{flamejat@@gmail.com}