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

Portfolio optimization and analysis routines and graphics.

Package details

AuthorBrian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
MaintainerBrian G. Peterson <[email protected]>
LicenseGPL-2 | GPL-3
Version1.1.0
URL https://github.com/braverock/PortfolioAnalytics
Package repositoryView 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 May 1, 2019, 10:56 p.m.