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fPortfolio (version 201.10060)
Financial Software Collection - fPortfolio
Description
fPortfolio from Rmetrics Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance"
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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
Install
install.packages('fPortfolio')
Monthly Downloads
1,319
Version
201.10060
License
GPL Version 2 or laterLicense: GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
April 25th, 2023
Functions in fPortfolio (201.10060)
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MultivariateDistribution
Multivariate Normal and Student-t Distributions
DrawdownStatistics
Drawdown Statistics
MarkowitzPortfolio
Markowitz Portfolio
AssetsModelling
Modelling of Multivariate Asset Sets
PortfolioData
fPortfolio Data Sets
VaRModelling
Value-at-Risk Measures for Portfolios
fPortfolioTools
fPortfolio Tools
TwoAssetsPortfolio
Two Assets Portfolio