FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Version: 0.4-1
Depends: R (≥ 3.1.3), methods, cccp, Rglpk, timeSeries
Published: 2016-12-12
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL (≥ 3)
NeedsCompilation: no
Citation: FRAPO citation info
In views: Finance
CRAN checks: FRAPO results

Downloads:

Reference manual: FRAPO.pdf
Package source: FRAPO_0.4-1.tar.gz
Windows binaries: r-devel: FRAPO_0.4-1.zip, r-release: FRAPO_0.4-1.zip, r-oldrel: FRAPO_0.4-1.zip
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: FRAPO_0.4-1.tgz
Old sources: FRAPO archive

Linking:

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