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fPortfolio: Rmetrics - Portfolio Selection and Optimization

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

Documentation:

Reference manual: fPortfolio.pdf

Downloads:

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 dependencies:

Reverse imports: BLCOP, RMOPI

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fPortfolio to link to this page.

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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