rportfolio: Portfolio Theory

Collection of tools to calculate portfolio performance metrics. Portfolio performance is a key measure for investors. These metrics are important to analyse how effectively their money has been invested. This package uses portfolio theories to give investor tools to evaluate their portfolio performance. For more information see, Markowitz, H.M. (1952), <doi:10.2307/2975974>. Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].

Version: 0.0.3
Depends: R (≥ 2.10)
Imports: xts, zoo, stats
Suggests: spelling
Published: 2020-06-12
Author: Anurag Agrawal ORCID iD [aut, cre]
Maintainer: Anurag Agrawal <agrawalanurag1999 at gmail.com>
License: GPL-3
NeedsCompilation: no
Language: en-US
CRAN checks: rportfolio results

Downloads:

Reference manual: rportfolio.pdf
Package source: rportfolio_0.0.3.tar.gz
Windows binaries: r-devel: rportfolio_0.0.3.zip, r-release: rportfolio_0.0.3.zip, r-oldrel: rportfolio_0.0.3.zip
macOS binaries: r-release: rportfolio_0.0.3.tgz, r-oldrel: rportfolio_0.0.3.tgz

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