FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

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

Version: 0.3-8
Depends: R (≥ 2.11), methods, quadprog, Rglpk, timeSeries
Suggests: xts, zoo, Rsolnp
Published: 2013-06-19
Author: Bernhard Pfaff [aut, cre], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: FRAPO citation info
CRAN checks: FRAPO results

Downloads:

Reference manual: FRAPO.pdf
Package source: FRAPO_0.3-8.tar.gz
OS X binary: FRAPO_0.3-8.tgz
Windows binary: FRAPO_0.3-8.zip
Old sources: FRAPO archive

Reverse dependencies:

Reverse imports: parma