A collection of utility functions to generate various types of random portfolios. The weights of these portfolios are random variables derived from uniformly distributed random variables
| Version: | 1.0 |
| Depends: | R (≥ 2.0.1) |
| Published: | 2012-01-06 |
| Author: | Frederick Novomestky |
| Maintainer: | Frederick Novomestky <fnovomes at poly.edu> |
| License: | GPL (≥ 2) |
| CRAN checks: | rportfolios results |
| Package source: | rportfolios_1.0.tar.gz |
| MacOS X binary: | rportfolios_1.0.tgz |
| Windows binary: | rportfolios_1.0.zip |
| Reference manual: | rportfolios.pdf |