fPortfolio-package {fPortfolio}

Portfolio Design, Optimization and Backtesting

Description

The Rmetrics "fPortfolio" package is a very powerful collection of functions to optimize portfolios and to analyze them from different points of view.

Details

Package:	fPortfolio
Type:	Package
Date:	2011
License:	GPL Version 2 or later
Copyright:	(c) 1999-2011 Diethelm Wuertz and Rmetrics Association
URL:	https://www.rmetrics.org

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.