stockPortfolio (1.2)

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Build stock models and analyze stock portfolios..

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

Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.

Maintainer: David Diez
Author(s): David Diez and Nicolas Christou

License: GPL (>= 2)

Uses: Does not use any package

Released over 5 years ago.


2 previous versions

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