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 over 2 years ago.
4 previous versions
- FRAPO_0.4-0. Released over 2 years ago.
- FRAPO_0.3-8. Released almost 6 years ago.
- FRAPO_0.3-7. Released almost 6 years ago.
- FRAPO_0.3-6. Released over 6 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of FRAPO yet. Want to be the first? Write one now.
Related packages: ChainLadder, CreditMetrics, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes … (20 best matches, based on common tags.)
Search for FRAPO on google, google scholar, r-help, r-devel.
Visit FRAPO on R Graphical Manual.
