PortfolioAnalysis v1.0.6


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Portfolio Optimization Methods

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), <doi:10.2307/2975974>. "Analysis of Investments & Management of Portfolios" [2012, ISBN:978-8131518748].

Functions in PortfolioAnalysis

Name Description
EfficientFrontier Plot Efficient frontier
PortfolioManager PortfolioManager
optim.Weight.Return Optimize portfolio weights given target returns and weights
optim.TargetReturn Optimize portfolio weights given target returns
optim.portfolio Optimize portfolio weights
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License GPL-3
Encoding UTF-8
LazyData true
RoxygenNote 7.1.0
NeedsCompilation no
Packaged 2020-07-26 19:43:43 UTC; Kanhaiiya Agrawal
Repository CRAN
Date/Publication 2020-08-01 10:30:02 UTC

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