PortfolioOptim
type: Item
swMATH work ID: 19708
instance of: R package
last update: 2019-02-07T00:00:00Z
software version identifier: 1.1.1
author: Andrzej Palczewski
maintained by: Andrzej Palczewski
copyright license: GNU General Public License, version 3.0
imports: Rsymphony
CRAN project: PortfolioOptim
programmed in: R
depends on software: R
MaRDI profile type: MaRDI software profile
source code repository: PortfolioOptim
official website: index.html
Mathematics Subject Classification ID: 62
Mathematics Subject Classification ID: 90
Mathematics Subject Classification ID: 91
similar software: R
similar software: RMetrics
similar software: CRAN Task Views
similar software: BLModel
similar software: Emmixuskew
description: Small/Large Sample Portfolio Optimization