stockPortfolio: Build stock models and analyze stock portfolios.

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.

Package details

AuthorDavid Diez and Nicolas Christou
MaintainerDavid Diez <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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stockPortfolio documentation built on May 29, 2017, 11:32 a.m.