GNU R package for financial engineering -- fPortfolio
DescriptionThis 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.
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If the package is available for the distribution you are currently using on your computer then install the software by clicking on…Install r-cran-fportfolio