stocon: Portfolio selection in a Stochastic control setting

The R package stocon provides function for optimal portfolio selection via dimensional reduction in a stochastic optimal control setting

Installation

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("FinYang/stocon")

Yangzhuoran Yang (2019). stocon: Portfolio selection in a Stochastic control setting. Version 0.0.0.9000. https://github.com/FinYang/stocon.

This package is free and open source software, licensed under GPL-3

Name		Name	Last commit message	Last commit date
Latest commit History 86 Commits
R		R
data-raw		data-raw
docs		docs
man		man
pkgdown		pkgdown
src		src
.Rbuildignore		.Rbuildignore
.gitignore		.gitignore
DESCRIPTION		DESCRIPTION
LICENSE.md		LICENSE.md
NAMESPACE		NAMESPACE
README.md		README.md
README.rmd		README.rmd
_pkgdown.yml		_pkgdown.yml
stocon.Rproj		stocon.Rproj