FRAPO

swMATH17239CRANFRAPOMaRDI QIDQ29100FDOQ29100

Financial Risk Modelling and Portfolio Optimisation with R

Bernhard Pfaff

Last update: 12 December 2016

Copyright license: GNU General Public License

Software version identifier: 0.4-1

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

Cited In (4)

• Financial risk modelling and portfolio optimization with R
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• An efficient estimator of the parameters of the generalized lambda distribution
• Financial risk modelling and portfolio optimization with R

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