PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Package details

AuthorBrian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
MaintainerBrian G. Peterson <brian@braverock.com>
LicenseGPL
Version1.0.3636
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("PortfolioAnalytics", repos="http://R-Forge.R-project.org")

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PortfolioAnalytics documentation built on May 2, 2019, 6:12 p.m.