fPortfolio (3011.81)

1 user

Rmetrics - Portfolio Selection and Optimization.

https://www.rmetrics.org
http://cran.r-project.org/web/packages/fPortfolio

Environment for teaching "Financial Engineering and Computational Finance".

Maintainer: Tobias Setz
Author(s): Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]

License: GPL (>= 2)

Uses: fAssets, fBasics, fCopulae, kernlab, MASS, quadprog, Rglpk, rneos, robustbase, Rsolnp, Rsymphony, slam, timeDate, timeSeries, dplR, fGarch, mvoutlier, bcp
Reverse depends: PerformanceAnalytics, Rmetrics
Reverse suggests: BLCOP, PerformanceAnalytics

Released almost 3 years ago.


5 previous versions

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