[aut, cre]Collection of functions to optimize portfolio weights using quadratic programming. This package includes different functions to compute portfolio weights based on different constraints and methods. For more information see Markowitz, H.M. (1952), <doi:10.2307/2975974>. "Analysis of Investments & Management of Portfolios" [2012, ISBN:978-8131518748].
| Version: | 1.0.6 |
| Imports: | PerformanceAnalytics, stringr, stringi, plotly, ggplot2, purrr, rvest, quantmod, rMorningStar, quadprog, dplyr, xts, lubridate, readr, tidyr, xml2 |
| Published: | 2020-08-01 |
| Author: | Anurag Agrawal
[aut, cre] |
| Maintainer: | Anurag Agrawal <agrawalanurag1999 at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | PortfolioAnalysis results |
| Reference manual: | PortfolioAnalysis.pdf |
| Package source: | PortfolioAnalysis_1.0.6.tar.gz |
| Windows binaries: | r-devel: PortfolioAnalysis_1.0.6.zip, r-release: PortfolioAnalysis_1.0.6.zip, r-oldrel: PortfolioAnalysis_1.0.6.zip |
| macOS binaries: | r-release: PortfolioAnalysis_1.0.6.tgz, r-oldrel: PortfolioAnalysis_1.0.6.tgz |
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