FRAPO (0.4-1)

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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

Released 8 months ago.


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