PortfolioOptim

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Small/Large Sample Portfolio Optimization

Andrzej Palczewski

Last update: 7 February 2019

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.1

Official website: https://cran.r-project.org/web/packages/PortfolioOptim/index.html

Source code repository: https://github.com/cran/PortfolioOptim

Cited In (2)

• Black-Litterman model for continuous distributions
• BLModel

This page was built for software: PortfolioOptim