PortfolioAnalytics
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Portfolio optimization and analysis routines and graphics.
- Version2.0.0
- R version≥ 4.0.0
- LicenseGPL-3
- Needs compilation?Yes
- Last release07/03/2024
Documentation
- VignetteCVXR for PortfolioAnalytics
- VignetteUsing Robust Covariance Matrix Estimators in PortfolioAnalytics
- VignettePortfolio Optimization with ROI in PortfolioAnalytics
- VignetteCustom Moment and Objective Functions
- VignetteAn Introduction to Portfolio Optimization with PortfolioAnalytics
- VignettePortfolio Optimization with CVaR budgets in PortfolioAnalytics
- MaterialREADME
Team
Brian G. Peterson
Ross Bennett
Show author detailsRolesContributor, Copyright holderKris Boudt
Show author detailsRolesContributor, Copyright holderPeter Carl
Show author detailsRolesAuthor, Copyright holderR. Douglas Martin
Show author detailsRolesContributorXinran Zhao
Show author detailsRolesContributorGuy Yollin
Show author detailsRolesContributorHezky Varon
Show author detailsRolesContributorXiaokang Feng
Show author detailsRolesContributorYifu Kang
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 2,798 times in the last 30 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 110 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 33,302 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was Nov 20, 2024 with 228 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends4 packages
- Imports4 packages
- Suggests23 packages
- Reverse Imports2 packages
- Reverse Suggests1 package