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fPortfolio (version 221.10065)
Rmetrics - Portfolio Selection and Optimization
Description
Environment 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
221.10065
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
April 25th, 2023
Functions in fPortfolio (221.10065)
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AssetsModelling
Modelling of Multivariate Asset Sets
DrawdownStatistics
Drawdown Statistics
fPortfolioTools
fPortfolio Tools
PortfolioData
fPortfolio Data Sets
TwoAssetsPortfolio
Two Assets Portfolio
MarkowitzPortfolio
Markowitz Portfolio
VaRModelling
Value-at-Risk Measures for Portfolios