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fPortfolio - MaRDI portal

fPortfolio (Q43285)

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Rmetrics - Portfolio Selection and Optimization
Language Label Description Also known as
English
fPortfolio
Rmetrics - Portfolio Selection and Optimization

    Statements

    instance of
    R package
    0 references
    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
    fAssets
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    R
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    timeDate
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    timeSeries
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    fBasics
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    imports
    MASS
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    kernlab
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    rneos
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    methods
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    graphics
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    stats
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    utils
    0 references
    fCopulae
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    robustbase
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    Rglpk
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    slam
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    Rsolnp
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    quadprog
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    grDevices
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    programmed in
    R
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    Identifiers

    swMATH work ID
    31574
    0 references
    CRAN project
    fPortfolio
    0 references
     
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