Пакет: r-cran-fportfolio (4023.84-2)

[ Источник: fportfolio  ]

GNU R package for financial engineering -- fPortfolio

This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fPortfolio provides functions for portfolio and asset price modeling, drawdown statistics, value-at-risk and Markowitz portfolio construction.

Теги: Область: Финансовое, Математика, Реализовано на: GNU R, Комплект приложений: GNU

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