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 |