fPortfolio: Rmetrics - Portfolio Selection and Optimization

A collection of functions to optimize portfolios and to analyze them from different points of view.

Version: 4023.84
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fAssets
Imports: fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog, kernlab, rneos, methods, grDevices, graphics, stats, utils
Suggests: parma, Rsymphony, dplR, bcp, fGarch, mvoutlier
Published: 2023-04-25
DOI: 10.32614/CRAN.package.fPortfolio
Author: Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], William Chen [ctb], Stefan Theussl [aut, cre]
Maintainer: Stefan Theussl <Stefan.Theussl at R-project.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://r-forge.r-project.org/projects/rmetrics/
NeedsCompilation: no
Additional_repositories: https://r-forge.r-project.org/
Materials: ChangeLog
In views: Finance
CRAN checks: fPortfolio results


Reference manual: fPortfolio.pdf


Package source: fPortfolio_4023.84.tar.gz
Windows binaries: r-devel: fPortfolio_4023.84.zip, r-release: fPortfolio_4023.84.zip, r-oldrel: fPortfolio_4023.84.zip
macOS binaries: r-release (arm64): fPortfolio_4023.84.tgz, r-oldrel (arm64): fPortfolio_4023.84.tgz, r-release (x86_64): fPortfolio_4023.84.tgz, r-oldrel (x86_64): fPortfolio_4023.84.tgz
Old sources: fPortfolio archive

Reverse dependencies:

Reverse imports: BLCOP, RMOPI


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