00fPortfolio-package: Portfolio Design, Optimization and Backtesting
In fPortfolio: Rmetrics - Portfolio Selection and Optimization
fPortfolio-package R Documentation
Portfolio Design, Optimization and Backtesting
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: https://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 April 25, 2023, 9:11 a.m.
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| fPortfolio-package | R Documentation |
Portfolio Design, Optimization and Backtesting
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: | https://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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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