parma: Portfolio Allocation and Risk Management Applications

Portfolio Optimization

Version: 1.03
Depends: methods, nloptr, Rglpk, quadprog
Suggests: truncnorm, timeSeries
Published: 2013-01-09
Author: alexios ghalanos
Maintainer: alexios ghalanos <alexios at 4dscape.com>
License: GPL-3
NeedsCompilation: no
Citation: parma citation info
In views: Finance
CRAN checks: parma results

Downloads:

Package source: parma_1.03.tar.gz
OS X binary: not available, see check log.
Windows binary: parma_1.03.zip
Reference manual: parma.pdf
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