The Rmetrics "fPortfolio" package is a very powerful collection of functions to optimize portfolios and to analyze them from different points of view.
| Package: | fPortfolio |
| Type: | Package |
| Date: | 2011 |
| License: | GPL Version 2 or later |
| Copyright: | (c) 1999-2011 Diethelm Wuertz and Rmetrics Association |
| URL: | https://www.rmetrics.org |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.