PortfolioAnalysis: Portfolio Optimization Methods

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].

Version: 1.1
Imports: PerformanceAnalytics, stringr, stringi, plotly, ggplot2, purrr, rvest, quantmod, rMorningStar, quadprog, dplyr, xts, lubridate, readr, tidyr, xml2
Published: 2020-11-08
Author: Anurag Agrawal ORCID iD [aut, cre]
Maintainer: Anurag Agrawal <agrawalanurag1999 at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: PortfolioAnalysis results

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Reference manual: PortfolioAnalysis.pdf
Package source: PortfolioAnalysis_1.1.tar.gz
Windows binaries: r-devel: PortfolioAnalysis_1.1.zip, r-release: PortfolioAnalysis_1.1.zip, r-oldrel: PortfolioAnalysis_1.1.zip
macOS binaries: r-release: PortfolioAnalysis_1.1.tgz, r-oldrel: PortfolioAnalysis_1.1.tgz
Old sources: PortfolioAnalysis archive

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