fPortfolio (Q43285)

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Revision as of 10:49, 29 January 2024 by EloiFerrer (talk | contribs) (‎Removed claim: Software Heritage ID (P1454): swh:1:snp:fb8f26496a32fd8712361a20cbb325c0bfcffe01)
Rmetrics - Portfolio Selection and Optimization
Language Label Description Also known as
English
fPortfolio
Rmetrics - Portfolio Selection and Optimization

    Statements

    swMATH work ID
    31574
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    instance of
    R package
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    programmed in
    R
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    last update
    25 April 2023
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    software version identifier
    3042.83.1
    publication date
    7 March 2020
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    4023.84
    publication date
    25 April 2023
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    author
    Diethelm Wuertz
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    Tobias Setz
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    Yohan Chalabi
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    Stefan Theussl
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    maintained by
    Tobias Setz
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    Stefan Theussl
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    depends on software
    R
    software version identifier
    ≥ 2.15.1
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    timeDate
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    timeSeries
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    fBasics
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    fAssets
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    imports
    fCopulae
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    robustbase
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    MASS
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    Rglpk
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    slam
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    Rsolnp
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    quadprog
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    kernlab
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    rneos
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    methods
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    grDevices
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    graphics
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    stats
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    utils
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    CRAN project
    fPortfolio
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