00fPortfolio-package: Portfolio Design, Optimization and Backtesting

fPortfolio-packageR Documentation

Portfolio Design, Optimization and Backtesting

Description

The Rmetrics "fPortfolio" package is a very powerful collection of functions to optimize portfolios and to analyze them from different points of view.

Details

Package: fPortfolio
Type: Package
Date: 2011
License: GPL Version 2 or later
Copyright: (c) 1999-2011 Diethelm Wuertz and Rmetrics Association
URL: https://www.rmetrics.org

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.


fPortfolio documentation built on Jan. 14, 2024, 8:21 p.m.