PortfolioAnalysis (version 1.1.1)

Portfolio Optimization Methods

Description

Collection of functions to optimize portfolio weights using quadratic programming. This package includes different functions to compute portfolio weights based on different constraints and methods. For more information see Markowitz, H.M. (1952), . Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].

Copy Link

Version

Down Chevron

Install

install.packages('PortfolioAnalysis')

Monthly Downloads

30

Version

1.1.1

License

GPL-3

Maintainer

Last Published

January 4th, 2021

Functions in PortfolioAnalysis (1.1.1)