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
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