Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.
|Author||David Diez and Nicolas Christou|
|Date of publication||2012-03-14 16:03:05|
|Maintainer||David Diez <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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