swMATH17239CRANFRAPOMaRDI QIDQ29100FDOQ29100
Financial Risk Modelling and Portfolio Optimisation with R
Last update: 12 December 2016
Copyright license: GNU General Public License
Software version identifier: 0.4-1
Official website: https://cran.r-project.org/web/packages/FRAPO/index.html
Source code repository: https://github.com/cran/FRAPO
Cited In (13)
- Financial risk modelling and portfolio optimization with R
- A simple and efficient method for finding the closest generalized lambda distribution to a specific model
- urca
- gldex
- gld
- ctv
- cccp
- gogarch
- rneos
- bda
- An efficient estimator of the parameters of the generalized lambda distribution
- Financial risk modelling and portfolio optimization with R
- gb
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