PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Package overview README.md An Introduction to Portfolio Optimization with PortfolioAnalytics Custom Moment and Objective Functions Portfolio Optimization with CVaR budgets in PortfolioAnalytics Portfolio Optimization with ROI in PortfolioAnalytics CVXR for PortfolioAnalytics Using Robust Covariance Matrix Estimators in PortfolioAnalytics

Vignettes Man pages API and functions Files

Package details
Author	Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Ross Bennett [ctb, cph], Kris Boudt [ctb, cph], Xinran Zhao [cph], R. Douglas Martin [ctb], Guy Yollin [ctb], Hezky Varon [ctb], Xiaokang Feng [ctb], Yifu Kang [ctb]
Maintainer	Brian G. Peterson <brian@braverock.com>
License	GPL-3
Version	2.1.0
URL	https://github.com/braverock/PortfolioAnalytics
Package repository	View on CRAN
Installation	Install the latest version of this package by entering the following in R: `install.packages("PortfolioAnalytics")`

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PortfolioAnalytics documentation built on April 4, 2025, 2:34 a.m.

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