fPortfolio: Rmetrics - Portfolio Selection and Optimization

Environment for teaching "Financial Engineering and Computational Finance"

Version: 260.72
Depends: R (≥ 2.4.0), quadprog, lpSolve, MASS, fAssets
Date: 1997 - 2007
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Diethelm Wuertz and Rmetrics Core team <Rmetrics-core at r-project.org>
License: GPL Version 2 or later
URL: http://www.rmetrics.org
In views: Finance
CRAN checks: fPortfolio results

Downloads:

Package source: fPortfolio_260.72.tar.gz
MacOS X binary: fPortfolio_260.72.tgz
Windows binary: fPortfolio_260.72.zip
Reference manual: fPortfolio.pdf
Old sources: fPortfolio archive