RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (4023.84) of this package.
Take me there.
fPortfolio (version 201.10059)
Financial Software Collection - fPortfolio
Description
fPortfolio from Rmetrics Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance"
Copy Link
Copy
Link to current version
Version
Version
4023.84
3042.83.1
3042.83
3011.81
2130.80
2110.79
2100.78
2100.77
2100.76
290.75
280.74
280.73
260.72
251.70
240.10068
221.10065
220.10063
201.10060
201.10059
Down Chevron
Install
install.packages('fPortfolio')
Monthly Downloads
2,642
Version
201.10059
License
GPL Version 2 or laterLicense: GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fPortfolio (201.10059)
Search functions
AssetsModelling
Modelling of Multivariate Asset Sets
MultivariateDistribution
Multivariate Normal and Student-t Distributions
MarkowitzPortfolio
Markowitz Portfolio
PortfolioData
fPortfolio Data Sets
fPortfolioTools
fPortfolio Tools
DrawdownStatistics
Drawdown Statistics
TwoAssetsPortfolio
Two Assets Portfolio
VaRModelling
Value-at-Risk Measures for Portfolios