portfolio.optimization-package: Contemporary Portfolio Optimization
In portfolio.optimization: Contemporary Portfolio Optimization
Description
Author(s)
References
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Description
Simplify your portfolio optimization process by applying a contemporary modeling way to model and solve your portfolio problems. While most approaches and packages are rather complicated this one tries to simplify things and is agnostic regarding risk measures as well as optimization solvers. Some of the methods implemented are described by Konno and Yamazaki (1991) <doi:10.1287/mnsc.37.5.519>, Rockafellar and Uryasev (2001) <doi:10.21314/JOR.2000.038> and Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>.
Author(s)
Ronald Hochreiter, ronald@hochreiter.net
References
See Also
Useful links:
portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.
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Description Author(s) References See Also
Description
Simplify your portfolio optimization process by applying a contemporary modeling way to model and solve your portfolio problems. While most approaches and packages are rather complicated this one tries to simplify things and is agnostic regarding risk measures as well as optimization solvers. Some of the methods implemented are described by Konno and Yamazaki (1991) <doi:10.1287/mnsc.37.5.519>, Rockafellar and Uryasev (2001) <doi:10.21314/JOR.2000.038> and Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>.
Author(s)
Ronald Hochreiter, ronald@hochreiter.net
References
See Also
Useful links:
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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