fPortfolio: Rmetrics - Portfolio Selection and Optimization

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 [aut], Yohan Chalabi [aut], William Chen [ctb], Stefan Theussl [aut, cre]
MaintainerStefan Theussl <Stefan.Theussl@R-project.org>
LicenseGPL (>= 2)
URL https://r-forge.r-project.org/projects/rmetrics/
Package repositoryView on CRAN
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fPortfolio documentation built on April 25, 2023, 9:11 a.m.