fPortfolio (2130.80)
Rmetrics - Portfolio Selection and Optimization - ebook available at www.rmetrics.org.
http://www.rmetrics.org
http://cran.r-project.org/web/packages/fPortfolio
Environment for teaching "Financial Engineering and Computational Finance"
Maintainer:
Diethelm Wuertz
Author(s): Rmetrics Core Team, Diethelm Wuertz
License: GPL (>= 2)
Uses: fAssets, fBasics, MASS, quadprog, Rglpk, robustbase, timeDate, timeSeries, RUnit
Reverse depends: PerformanceAnalytics, Rmetrics
Reverse suggests: BLCOP, PerformanceAnalytics
Released over 2 years ago.
4 previous versions
- fPortfolio_2110.79. Released about 3 years ago.
- fPortfolio_2100.78. Released over 3 years ago.
- fPortfolio_2100.77. Released about 4 years ago.
- fPortfolio_260.72. Released over 12 years ago.
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