A collection of tools used to generate various types of random portfolios. The weights of these portfolios are random variables derived from truncated continuous random variables.
| Version: | 1.0-1 |
| Depends: | R (≥ 2.0.1), truncdist |
| Published: | 2016-08-19 |
| Author: | Frederick Novomestky |
| Maintainer: | Frederick Novomestky <fn334 at nyu.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | rportfolios results |
| Reference manual: | rportfolios.pdf |
| Package source: | rportfolios_1.0-1.tar.gz |
| Windows binaries: | r-devel: rportfolios_1.0-1.zip, r-release: rportfolios_1.0-1.zip, r-oldrel: rportfolios_1.0-1.zip |
| macOS binaries: | r-release: rportfolios_1.0-1.tgz, r-oldrel: rportfolios_1.0-1.tgz |
| Old sources: | rportfolios archive |
Please use the canonical form https://CRAN.R-project.org/package=rportfolios to link to this page.