stockPortfolio: Build stock models and analyze stock portfolios
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.
| Version: |
1.2 |
| Depends: |
stats, graphics, grDevices, utils |
| Published: |
2012-03-14 |
| Author: |
David Diez and Nicolas Christou |
| Maintainer: |
David Diez <david.m.diez at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
stockPortfolio results |
Downloads: