portfolio: Analysing Equity Portfolios

Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.

Package details

AuthorJeff Enos [aut], David Kane [aut], Daniel Gerlanc [aut, cre], Kyle Campbell [ctb]
MaintainerDaniel Gerlanc <dan@gerlanc.com>
LicenseGPL (>= 2)
Version0.5-2
URL https://github.com/dgerlanc/portfolio
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("portfolio")

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portfolio documentation built on July 10, 2021, 5:08 p.m.