rportfolios: Random Portfolio Generation

A collection of tools used to generate various types of random portfolios. The weights of these portfolios are random variables derived from truncated continuous random variables.

Getting started

Package details

AuthorFrederick Novomestky <fn334@nyu.edu>
MaintainerFrederick Novomestky <fn334@nyu.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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rportfolios documentation built on May 2, 2019, 3:40 p.m.