| Name : R-PortfolioAnalysis
| |
| Version : 1.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.4.13
| Date : 2024-06-14 12:06:22
|
| Group : Development/Libraries/Other
| Source RPM : R-PortfolioAnalysis-1.1.1-lp153.4.13.src.rpm
|
| Size : 0.06 MB
| |
| Packager : (none)
| |
| Summary : Portfolio Optimization Methods
|
Description :
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].
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
