Learn R Programming
⚠️There's a newer version (1.1.1) of this package.Take me there.

PortfolioAnalysis (version 1.0.6)

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

Install

install.packages('PortfolioAnalysis')

Monthly Downloads

30

Version

1.0.6

License

GPL-3

Maintainer

Anurag Agrawal

Last Published

August 1st, 2020

Functions in PortfolioAnalysis (1.0.6)

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