fPortfolio: Rmetrics - Portfolio Selection and Optimization
Version 3042.83

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]
Date of publication2017-11-16 21:54:59 UTC
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL https://www.rmetrics.org
Package repositoryView on CRAN
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fPortfolio documentation built on Nov. 17, 2017, 5:55 a.m.