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fPortfolio - MaRDI portal

fPortfolio (Q43285)

From MaRDI portal
Rmetrics - Portfolio Selection and Optimization
Language Label Description Also known as
English
fPortfolio
Rmetrics - Portfolio Selection and Optimization

    Statements

    instance of
    R package
    0 references
    last update
    25 April 2023
    0 references
    software version identifier
    3042.83.1
    publication date
    7 March 2020
    0 references
    4023.84
    publication date
    25 April 2023
    0 references
    author
    Diethelm Wuertz
    0 references
    Tobias Setz
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    Yohan Chalabi
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    Stefan Theussl
    0 references
    maintained by
    Tobias Setz
    0 references
    Stefan Theussl
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    depends on software
    fAssets
    0 references
    R
    0 references
    timeDate
    0 references
    timeSeries
    0 references
    fBasics
    0 references
    imports
    MASS
    0 references
    kernlab
    0 references
    rneos
    0 references
    methods
    0 references
    graphics
    0 references
    stats
    0 references
    utils
    0 references
    fCopulae
    0 references
    robustbase
    0 references
    Rglpk
    0 references
    slam
    0 references
    Rsolnp
    0 references
    quadprog
    0 references
    grDevices
    0 references
    programmed in
    R
    0 references

    Identifiers

    swMATH work ID
    31574
    0 references
    CRAN project
    fPortfolio
    0 references
     
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