fPortfolio: Rmetrics - Portfolio Selection and Optimization

Provides a collection of functions to optimize portfolios and to analyze them from different points of view.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], William Chen [ctb]
MaintainerTobias Setz <tobias.setz@live.com>
LicenseGPL (>= 2)
URL https://www.rmetrics.org
Package repositoryView on CRAN
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fPortfolio documentation built on March 26, 2020, 9:17 p.m.