fPortfolio
Rmetrics - Portfolio Selection and Optimization
A collection of functions to optimize portfolios and to analyze them from different points of view.
- Top 50 Trending package
- https://r-forge.r-project.org/projects/rmetrics/
- fPortfolio results
- fPortfolio.pdf
- Version4023.84
- R version≥ 2.15.1
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release04/25/2023
Documentation
Team
Stefan Theussl
Diethelm Wuertz
Show author detailsRolesAuthorTobias Setz
Show author detailsRolesAuthorYohan Chalabi
Show author detailsRolesAuthorWilliam Chen
Show author detailsRolesContributor
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Dependencies
- Depends5 packages
- Imports14 packages
- Suggests6 packages
- Reverse Imports2 packages