FRAPO (0.4-1)
Financial Risk Modelling and Portfolio Optimisation with R.
http://cran.r-project.org/web/packages/FRAPO
Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.
Maintainer:
Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre]
License: GPL (>= 3)
Uses: cccp, Rglpk, timeSeries
Reverse suggests: CLA
Released almost 3 years ago.
4 previous versions
- FRAPO_0.4-0. Released over 3 years ago.
- FRAPO_0.3-8. Released over 6 years ago.
- FRAPO_0.3-7. Released over 6 years ago.
- FRAPO_0.3-6. Released almost 7 years ago.
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