fPortfolio: Rmetrics - Portfolio Selection and Optimization (original) (raw)

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:

In views:

Finance

CRAN checks:

fPortfolio results