fPortfolio: Rmetrics - Portfolio Selection and Optimization - ebook available at www.rmetrics.org

Environment for teaching "Financial Engineering and Computational Finance"

Version: 2130.80
Depends: R (≥ 2.8.0), methods, MASS, robustbase, timeDate, timeSeries, fBasics, fAssets (≥ 2100.78)
Imports: quadprog, Rglpk
Suggests: RUnit, tcltk
Published: 2011-02-10
Author: Rmetrics Core Team, Diethelm Wuertz
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: no
Citation: fPortfolio citation info
Materials: ChangeLog
In views: Finance
CRAN checks: fPortfolio results


Reference manual: fPortfolio.pdf
Package source: fPortfolio_2130.80.tar.gz
MacOS X binary: fPortfolio_2130.80.tgz
Windows binary: fPortfolio_2130.80.zip
Old sources: fPortfolio archive

Reverse dependencies:

Reverse suggests: BLCOP