PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Version 1.1.0

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]
Date of publication2018-05-17 22:48:29 UTC
MaintainerBrian G. Peterson <[email protected]>
LicenseGPL-2 | GPL-3
URL https://github.com/braverock/PortfolioAnalytics
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the PortfolioAnalytics package in your browser

Any scripts or data that you put into this service are public.

PortfolioAnalytics documentation built on May 18, 2018, 1:04 a.m.