fPortfolio: Rmetrics - Portfolio Selection and Optimization

Environment for teaching "Financial Engineering and Computational Finance"

Version: 280.74
Depends: R (≥ 2.6.0), methods, MASS, timeDate, timeSeries, fBasics, fAssets, quadprog, Rglpk
Suggests: robustbase, corpcor, covRobust
Date: 1997 - 2008
Author: Diethelm Wuertz
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: fPortfolio results

Downloads:

Package source: fPortfolio_280.74.tar.gz
MacOS X binary: fPortfolio_280.74.tgz
Windows binary: fPortfolio_280.74.zip
Reference manual: fPortfolio.pdf
Old sources: fPortfolio archive