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FRAPO

Financial Risk Modelling and Portfolio Optimisation with R

Installation

About

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Citation FRAPO citation info

Key Metrics

Version 0.4-1
R ≥ 3.1.3
Published 2016-12-12 2697 days ago
Needs compilation? no
License GPL (≥ 3)
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Maintainer

Maintainer

Bernhard Pfaff

bernhard@pfaffikus.de

Authors

Bernhard Pfaff

aut / cre

Material

Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

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arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

FRAPO archive

Depends

R ≥ 3.1.3
methods
cccp
Rglpk
timeSeries

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