stockPortfolio (version 1.2)

Build stock models and analyze stock portfolios.

Description

Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.

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Install

install.packages('stockPortfolio')

Monthly Downloads

31

Version

1.2

License

GPL (>= 2)

Maintainer

Last Published

March 14th, 2012

Functions in stockPortfolio (1.2)