portfolio (0.4-6)

0 users

Analysing equity portfolios.

http://cran.r-project.org/web/packages/portfolio

Classes for analysing and implementing equity portfolios.

Maintainer: Daniel Gerlanc
Author(s): Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Daniel Gerlanc <daniel@gerlanc.com> and Kyle Campbell <Kyle.W.Campbell@williams.edu>

License: GPL (>= 2)

Uses: lattice, nlme
Reverse depends: portfolioSim

Released over 1 year ago.


4 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of portfolio yet. Want to be the first? Write one now.


Related packages: ChainLadder, CreditMetrics, FracSim, MSBVAR, POT, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, evd, evdbayes, evir(20 best matches, based on common tags.)


Search for portfolio on google, google scholar, r-help, r-devel.

Visit portfolio on R Graphical Manual.