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Description: GNU R package for financial engineering -- fPortfolio
This package of functions for financial engineering and computational
finance is part of Rmetrics, a collection of packages written and
compiled by Diethelm Wuertz.
fPortfolio provides functions for portfolio and asset price modeling, drawdown
statistics, value-at-risk and Markowitz portfolio construction.
Homepage: https://cran.r-project.org/package=fPortfolio
copyright | changelog | Debian changelog
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