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: 0.4-1
Depends: R (≥ 3.1.3), methods, cccp, Rglpk, timeSeries
Published: 2016-12-12
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_0.4-1.tar.gz
Windows binaries: r-prerel: FRAPO_0.4-1.zip, r-release: FRAPO_0.4-1.zip, r-oldrel: FRAPO_0.4-1.zip
OS X binaries: r-prerel: not available, r-release: not available
Old sources: FRAPO archive

Reverse dependencies:

Reverse suggests: CLA

Linking:

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