| Name : R-portfolio.optimization
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.4.5
| Date : 2024-06-14 11:49:45
|
| Group : Development/Libraries/Other
| Source RPM : R-portfolio.optimization-1.0.0-lp153.4.5.src.rpm
|
| Size : 0.34 MB
| |
| Packager : (none)
| |
| Summary : Contemporary Portfolio Optimization
|
Description :
Simplify your portfolio optimization process by applying a contemporary
modeling way to model and solve your portfolio problems. While most
approaches and packages are rather complicated this one tries to
simplify things and is agnostic regarding risk measures as well as
optimization solvers. Some of the methods implemented are described by
Konno and Yamazaki (1991) < doi:10.1287/mnsc.37.5.519>, Rockafellar and
Uryasev (2001) < doi:10.21314/JOR.2000.038> and Markowitz (1952)
< doi:10.1111/j.1540-6261.1952.tb01525.x>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
