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fPortfolio (version 240.10068)
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
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Install
install.packages('fPortfolio')
Monthly Downloads
2,642
Version
240.10068
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Functions in fPortfolio (240.10068)
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DrawdownStatistics
Drawdown Statistics
AssetsModelling
Modelling of Multivariate Asset Sets
VaRModelling
Value-at-Risk Measures for Portfolios
TwoAssetsPortfolio
Two Assets Portfolio
PortfolioData
fPortfolio Data Sets
MarkowitzPortfolio
Markowitz Portfolio
fPortfolioTools
fPortfolio Tools