Portfolio Optimization
| Version: | 1.5-1 |
| Depends: | R (≥ 2.10), methods, nloptr |
| Imports: | slam, Rglpk, quadprog, FRAPO, corpcor, parallel |
| Suggests: | truncnorm, xts, Rsymphony |
| Published: | 2014-02-23 |
| Author: | Alexios Ghalanos and Bernhard Pfaff |
| Maintainer: | alexios ghalanos <alexios at 4dscape.com> |
| License: | GPL-3 |
| Copyright: | see file COPYRIGHTS |
| NeedsCompilation: | no |
| Citation: | parma citation info |
| Materials: | ChangeLog |
| In views: | Finance |
| CRAN checks: | parma results |
| Reference manual: | parma.pdf |
| Vignettes: |
Portfolio Optimization in parma |
| Package source: | parma_1.5-1.tar.gz |
| Windows binaries: | r-devel: parma_1.5-1.zip, r-release: parma_1.5-1.zip, r-oldrel: parma_1.5-1.zip |
| OS X Snow Leopard binaries: | r-release: parma_1.5-1.tgz, r-oldrel: parma_1.5-1.tgz |
| OS X Mavericks binaries: | r-release: parma_1.5-1.tgz |
| Old sources: | parma archive |