rportfolio: Portfolio Theory

Collection of tools to calculate portfolio performance metrics. Portfolio performance is a key measure for investors. These metrics are important to analyse how effectively their money has been invested. This package uses portfolio theories to give investor tools to evaluate their portfolio performance. For more information see, Markowitz, H.M. (1952), <doi:10.2307/2975974>. Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].

Getting started

Package details

AuthorAnurag Agrawal [aut, cre] (<https://orcid.org/0000-0003-2272-8273>)
MaintainerAnurag Agrawal <agrawalanurag1999@gmail.com>
LicenseGPL-3
Version0.0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rportfolio")

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rportfolio documentation built on July 1, 2020, 10:35 p.m.