fPortfolio (3011.81)

1 user

Rmetrics - Portfolio Selection and Optimization.


Environment for teaching "Financial Engineering and Computational Finance".

Maintainer: Tobias Setz
Author(s): Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]

License: GPL (>= 2)

Uses: fAssets, fBasics, fCopulae, kernlab, MASS, quadprog, Rglpk, rneos, robustbase, Rsolnp, Rsymphony, slam, timeDate, timeSeries, dplR, fGarch, mvoutlier, bcp
Reverse depends: PerformanceAnalytics, Rmetrics
Reverse suggests: BLCOP, PerformanceAnalytics

Released almost 3 years ago.

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Related packages: ChainLadder, CreditMetrics, MSBVAR, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, fAssets, fBasics, fBonds, fCopulae, fExoticOptions(20 best matches, based on common tags.)

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