Skip to content

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.

master
Switch branches/tags
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
R
 
 
 
 
 
 
man
 
 
 
 
 
 
 
 

R Package 'FRAPO'

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 as well as the examples. In addition to this S4-classes and methods for various flavours of portfolio optimization are made available, too. The package is hosted on CRAN.

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.

Resources

Releases

No releases published

Packages

No packages published