portfolio: Analysing Equity Portfolios

Classes for analysing and implementing equity portfolios.

Version: 0.5-0
Depends: R (≥ 3.0), methods, graphics, grid, lattice
Imports: grDevices, nlme, stats, utils
Published: 2020-03-14
Author: Jeff Enos and David Kane, with contributions from Daniel Gerlanc and Kyle Campbell
Maintainer: Daniel Gerlanc <dgerlanc at enplusadvisors.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/dgerlanc/portfolio
NeedsCompilation: no
Materials: README ChangeLog
In views: Finance
CRAN checks: portfolio results


Reference manual: portfolio.pdf
Vignettes: Matching Portfolios
Using the portfolio package
Using the tradelist class
Package source: portfolio_0.5-0.tar.gz
Windows binaries: r-devel: portfolio_0.5-0.zip, r-release: portfolio_0.5-0.zip, r-oldrel: portfolio_0.5-0.zip
macOS binaries: r-release: portfolio_0.5-0.tgz, r-oldrel: portfolio_0.5-0.tgz
Old sources: portfolio archive

Reverse dependencies:

Reverse depends: portfolioSim


Please use the canonical form https://CRAN.R-project.org/package=portfolio to link to this page.