00fPortfolio-package: Portfolio Design, Optimization and Backtesting

Description Details References

Description

The Rmetrics "fPortfolio" package is a very powerful collection of functions to optimize portfolios and to analyze them from different points of view.

Details

Package: fPortfolio
Type: Package
Date: 2011
License: GPL Version 2 or later
Copyright: (c) 1999-2011 Diethelm Wuertz and Rmetrics Association
URL: http://www.rmetrics.org

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.


fPortfolio documentation built on March 26, 2020, 9:17 p.m.