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 | |
| No Results! | ||
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Details
| 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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[](http://www.rdocumentation.org/packages/PortfolioAnalysis)