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.
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README.md

README.md

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.