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fPortfolio (version 251.70)
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
1,937
Version
251.70
License
GPL Version 2 or later
Maintainer
Diethelm Wuertz
Last Published
April 25th, 2023
Functions in fPortfolio (251.70)
Search all functions
PortfolioData
Portfolio Data Handling
AssetsMeanCovariances
Estimation of Mean and Covariances of Asset Sets
PortfolioPlots
Portfolio Plots
PortfolioDataSets
fPortfolio Data Sets
PortfolioSolver
Portfolio Solver
PortfolioSpecExtractors
Portfolio Specification Extractors
AssetsPlots
Plots of Multivariate Asset Sets
PortfolioClass
Portfolio Class
Extractors
Extractors
VaRModelling
Value-at-Risk Measures for Portfolios
AssetsLPM
Estimation of Lower Partial Moments of Asset Sets
Portfolio
Portfolio Modelling, Optimization and Benchmarking
AssetsModelling
Modelling of Multivariate Asset Sets
AssetsTests
Testing Multivariate Asset Sets
AssetsSelection
Selecting Assets from Multivariate Asset Sets
PortfolioClassExtractors
Portfolio Class Extractors
DrawdownStatistics
Drawdown Statistics
PortfolioExampleData
Example Portfolio Example Data Sets
RollingPortfolio
Rolling Portfolio
PortfolioSpec
Specification of Portfolios
PortfolioConstraints
Portfolio Constraints
PortfolioDataExtractors
Portfolio Data Extractors
