mpo-package: Modern Portfolio Optimization
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
mpo-package R Documentation
Modern Portfolio Optimization
Description
MPO is a companion package to the text Modern Portfolio Optimization with R, second edition by R. Douglas Martin, Bernd Scherer, and Guy Yollin.
Details
Package: mpo
Type: Package
Version: 1.0
Date: 2013-09-03
License: GPL-2
~~ An overview of how to use the package, including the most important functions ~~
Author(s)
Guy Yollin, Doug Martin
Maintainer: Guy Yollin <gyollin@r-programming.org>
References
Bernd Scherer and R. Douglas Martin (2007).
Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
See Also
~~ Optional links to other man pages, e.g. ~~
~~ <pkg> ~~
Examples
data(midcap.ts)
returns = midcap.ts[,1:10]
mathEfrontRisky(returns, 10, display=FALSE, digits = 3)
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.
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| mpo-package | R Documentation |
Modern Portfolio Optimization
Description
MPO is a companion package to the text Modern Portfolio Optimization with R, second edition by R. Douglas Martin, Bernd Scherer, and Guy Yollin.
Details
| Package: | mpo |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2013-09-03 |
| License: | GPL-2 |
~~ An overview of how to use the package, including the most important functions ~~
Author(s)
Guy Yollin, Doug Martin
Maintainer: Guy Yollin <gyollin@r-programming.org>
References
Bernd Scherer and R. Douglas Martin (2007).
Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
See Also
~~ Optional links to other man pages, e.g. ~~
~~ <pkg> ~~
Examples
data(midcap.ts) returns = midcap.ts[,1:10] mathEfrontRisky(returns, 10, display=FALSE, digits = 3)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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