fPortfolio

R package fPortfolio: Rmetrics - Portfolio Selection and Optimization. Provides a collection of functions to optimize portfolios and to analyze them from different points of view.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)