rportfolios: Random Portfolio Generation

A collection of tools used to generate various types of random portfolios. The weights of these portfolios are random variables derived from truncated continuous random variables.

Version: 1.0-1
Depends: R (≥ 2.0.1), truncdist
Published: 2016-08-19
Author: Frederick Novomestky
Maintainer: Frederick Novomestky <fn334 at nyu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: rportfolios results

Documentation:

Reference manual: rportfolios.pdf

Downloads:

Package source: rportfolios_1.0-1.tar.gz
Windows binaries: r-devel: rportfolios_1.0-1.zip, r-release: rportfolios_1.0-1.zip, r-oldrel: rportfolios_1.0-1.zip
macOS binaries: r-release (arm64): rportfolios_1.0-1.tgz, r-oldrel (arm64): rportfolios_1.0-1.tgz, r-release (x86_64): rportfolios_1.0-1.tgz, r-oldrel (x86_64): rportfolios_1.0-1.tgz
Old sources: rportfolios archive

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