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fPortfolio (version 260.72)

Rmetrics - Portfolio Selection and Optimization

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fPortfolio')

Monthly Downloads

1,603

Version

260.72

License

GPL Version 2 or later

Maintainer

Diethelm Wuertz

Last Published

April 25th, 2023

Functions in fPortfolio (260.72)

Portfolio

Portfolio Modelling, Optimization and Benchmarking
PortfolioConstraints

Portfolio Constraints
PortfolioData

Portfolio Data Handling
PortfolioPlots

Portfolio Plots
VaRModelling

Value-at-Risk Measures for Portfolios
RollingPortfolio

Rolling Portfolio
PortfolioClass

Portfolio Class
PortfolioSpecExtractors

Portfolio Specification Extractors
PortfolioDataExtractors

Portfolio Data Extractors
DrawdownStatistics

Drawdown Statistics
Extractors

Extractors
donlp2Control

Control variables for Rdonlp2
PortfolioSlider

Portfolio Slider
PortfolioSpec

Specification of Portfolios
PortfolioDataSets

fPortfolio Data Sets
PortfolioClassExtractors

Portfolio Class Extractors
PortfolioSolver

Portfolio Solver
donlp2

Solve constrained nonlinear minimization problem