fPortfolio: Rmetrics - Portfolio Selection and Optimization

Environment for teaching "Financial Engineering and Computational Finance"

Version: 2100.78
Depends: R (≥ 2.7.0), methods, MASS, quadprog, robustbase, timeDate, timeSeries, fBasics, fAssets (≥ 2100.78), Rglpk
Suggests: RUnit, tcltk
Published: 2009-09-28
Author: Rmetrics Core Team, Diethelm Wuertz
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: fPortfolio results

Downloads:

Package source: fPortfolio_2100.78.tar.gz
MacOS X binary: fPortfolio_2100.78.tgz
Windows binary: fPortfolio_2100.78.zip
Reference manual: fPortfolio.pdf
News/ChangeLog:ChangeLog
Old sources: fPortfolio archive