donboyd5/portopt: Basic Portfolio Optimization Tools
Allows minimum-variance portfolio optimization with simple linear constraints on asset allocations. Can construct efficient frontier for a portfolio.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Don Boyd |
| Maintainer | Don Boyd <donboyd5@gmail.com> |
| License | GPL-2 |
| Version | 0.1.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
