portfolio (0.4-7)
Analysing equity portfolios.
https://github.com/dgerlanc/portfolio
http://cran.r-project.org/web/packages/portfolio
Classes for analysing and implementing equity portfolios.
Maintainer:
Daniel Gerlanc
Author(s): Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Daniel Gerlanc <daniel@gerlanc.com> and Kyle Campbell <Kyle.W.Campbell@williams.edu>
License: GPL (>= 2)
Uses: Does not use any package
Reverse depends: portfolioSim
Released almost 5 years ago.
5 previous versions
- portfolio_0.4-6. Released over 6 years ago.
- portfolio_0.4-5. Released almost 10 years ago.
- portfolio_0.4-4. Released about 11 years ago.
- portfolio_0.4-3. Released over 11 years ago.
- portfolio_0.4-1. Released about 12 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of portfolio 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 portfolio on google, google scholar, r-help, r-devel.
Visit portfolio on R Graphical Manual.
