PortfolioAnalytics (1.0.3636)

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Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios.

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

Portfolio optimization and analysis routines and graphics.

Maintainer: Brian G. Peterson
Author(s): Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]

License: GPL

Uses: foreach, PerformanceAnalytics, xts, zoo, corpcor, fGarch, quadprog, quantmod, robustbase, Rglpk, iterators, MASS, testthat, pso, GenSA, nloptr, ROI, ROI.plugin.glpk, ROI.plugin.quadprog, ROI.plugin.symphony
Reverse suggests: covmat

Released over 2 years ago.


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