A collection of functions to optimize portfolios and to analyze them from different points of view.
| Version: |
4023.84 |
| Depends: |
R (≥ 2.15.1), timeDate, timeSeries, fBasics, fAssets |
| Imports: |
fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog, kernlab, rneos, methods, grDevices, graphics, stats, utils |
| Suggests: |
parma, Rsymphony, dplR, bcp, fGarch, mvoutlier |
| Published: |
2023-04-25 |
| DOI: |
10.32614/CRAN.package.fPortfolio |
| Author: |
Diethelm Wuertz [aut],
Tobias Setz [aut],
Yohan Chalabi [aut],
William Chen [ctb],
Stefan Theussl [aut, cre] |
| Maintainer: |
Stefan Theussl <Stefan.Theussl at R-project.org> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://r-forge.r-project.org/projects/rmetrics/ |
| NeedsCompilation: |
no |
| Additional_repositories: |
https://r-forge.r-project.org/ |
| Materials: |
ChangeLog |
| In views: |
Finance |
| CRAN checks: |
fPortfolio results |