smartbeta/portfolio.laboratory: Portfolio Optimization Laboratory

Contemporary Portfolio Optimization with the package portfolio.optimization provides convenient functions to simplify the process of portfolio optimization. This package provides various add-ons and extensions, e.g. efficient frontier plots and further risk analytics.

Getting started

Package details

MaintainerRonald Hochreiter <ronald@algorithmic.finance>
LicenseMIT + file LICENSE
Version1.0-0
URL http://www.finance-r.com/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("smartbeta/portfolio.laboratory")
smartbeta/portfolio.laboratory documentation built on May 15, 2019, 12:47 p.m.