FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Version: 0.4-0
Depends: R (≥ 3.1.3), methods, cccp, Rglpk, timeSeries
Published: 2016-08-23
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL (≥ 3)
NeedsCompilation: no
Citation: FRAPO citation info
In views: Finance
CRAN checks: FRAPO results

Downloads:

Reference manual: FRAPO.pdf
Package source: FRAPO_0.4-0.tar.gz
Windows binaries: r-devel: FRAPO_0.4-0.zip, r-release: FRAPO_0.4-0.zip, r-oldrel: FRAPO_0.4-0.zip
OS X Mavericks binaries: r-release: FRAPO_0.4-0.tgz, r-oldrel: FRAPO_0.4-0.tgz
Old sources: FRAPO archive