Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (4023.84) of this package.
Take me there.
fPortfolio (version 240.10068)
Rmetrics - Portfolio Selection and Optimization
Description
Environment for teaching "Financial Engineering and Computational Finance"
Copy Link
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
Install
install.packages('fPortfolio')
Monthly Downloads
1,937
Version
240.10068
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
April 25th, 2023
Functions in fPortfolio (240.10068)
Search all functions
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