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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 |
| 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 |
| Reference manual: | fPortfolio.pdf |
| Package source: | fPortfolio_4023.84.tar.gz |
| Windows binaries: | r-devel: fPortfolio_4023.84.zip, r-release: fPortfolio_4023.84.zip, r-oldrel: fPortfolio_4023.84.zip |
| macOS binaries: | r-release (arm64): fPortfolio_4023.84.tgz, r-oldrel (arm64): fPortfolio_4023.84.tgz, r-release (x86_64): fPortfolio_4023.84.tgz, r-oldrel (x86_64): fPortfolio_4023.84.tgz |
| Old sources: | fPortfolio archive |
| Reverse imports: | BLCOP, RMOPI |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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