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:
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