R-stockPortfolio - Build stock models and analyze stock portfolios
| Website: | http://cran.at.r-project.org/web/packages/stockPortfolio/index.html |
|---|---|
| License: | GPL-2 |
- Description:
Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.
Packages
| R-stockPortfolio-1.1-1.fc12.noarch [118 KiB] |
Changelog
by pingou (2010-04-27):
- Update to version 1.1 |