00fPortfolio-package: Portfolio Design, Optimization and Backtesting

fPortfolio-packageR Documentation

Portfolio Design, Optimization and Backtesting


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


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


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.