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A collection of functions to optimize portfolios and to analyze them from different points of view.
Package details |
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Author | Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], William Chen [ctb], Stefan Theussl [aut, cre] |
Maintainer | Stefan Theussl <Stefan.Theussl@R-project.org> |
License | GPL (>= 2) |
Version | 4023.84 |
URL | https://r-forge.r-project.org/projects/rmetrics/ |
Package repository | View on CRAN |
Installation |
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