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fPortfolio  

Rmetrics - Portfolio Selection and Optimization
View on CRAN: Click here


Download and install fPortfolio package within the R console
Install from CRAN:
install.packages("fPortfolio")

Install from Github:
library("remotes")
install_github("cran/fPortfolio")

Install by package version:
library("remotes")
install_version("fPortfolio", "4023.84")



Attach the package and use:
library("fPortfolio")
Maintained by
Stefan Theussl
[Scholar Profile | Author Map]
First Published: 2005-04-20
Latest Update: 2023-04-25
Description:
A collection of functions to optimize portfolios and to analyze them from different points of view.
How to cite:
Stefan Theussl (2005). fPortfolio: Rmetrics - Portfolio Selection and Optimization. R package version 4023.84, https://cran.r-project.org/web/packages/fPortfolio. Accessed 04 May. 2025.
Previous versions and publish date:
201.10059 (2005-04-20 10:07), 201.10060 (2005-05-18 17:46), 220.10063 (2005-11-02 22:42), 221.10065 (2006-02-23 19:07), 240.10068 (2007-06-28 20:35), 251.70 (2007-07-10 11:22), 260.72 (2007-10-08 21:58), 280.73 (2008-10-23 18:54), 280.74 (2008-10-27 20:44), 290.75 (2009-04-16 09:01), 2100.76 (2009-04-17 21:07), 2100.77 (2009-04-20 11:26), 2100.78 (2009-09-28 16:10), 2110.79 (2010-04-17 20:38), 2130.80 (2011-02-10 17:14), 3011.81 (2014-10-30 15:54), 3042.83.1 (2020-03-07 12:06), 3042.83 (2017-11-16 22:55)
Other packages that cited fPortfolio R package
View fPortfolio citation profile
Other R packages that fPortfolio depends, imports, suggests or enhances
Complete documentation for fPortfolio
Functions, R codes and Examples using the fPortfolio R package
Some associated functions: 00fPortfolio-package . a-class-fPFOLIOBACKTEST . a-class-fPFOLIOCON . a-class-fPFOLIODATA . a-class-fPFOLIOSPEC . a-class-fPFOLIOVAL . a-class-fPORTFOLIO . backtest-constructors . backtest-extractors . backtest-functions . backtest-getMethods . backtest-performance . backtest-plots . backtest-portfolios . backtest-specification . backtest-statisitics . data-sets . frontier-Plot . frontier-PlotControl . frontier-Points . mathprog-LP . mathprog-NLP . mathprog-QP . methods-plot . methods-show . methods-summary . monitor-stability . nlminb2 . nlminb2Control . portfolio-Constraints . portfolio-Data . portfolio-Frontier . portfolio-Rolling . portfolio-covEstimator . portfolio-efficientPfolio . portfolio-feasiblePfolio . portfolio-getData . portfolio-getDefault . portfolio-getPortfolio . portfolio-getSpec . portfolio-getVal . portfolio-pfolioRisk . portfolio-portfolioSpec . portfolio-riskPfolio . portfolio-setSpec . risk-budgeting . risk-surfaceRisk . risk-ternaryMap . solve-environment . solver-ampl . solver-rfamily . utils-methods . weights-Slider . weights-barPlots . weights-linePlots . weights-piePlots . 
Some associated R codes: 00RmetricsPortfolio-package.R . a-class-fPFOLIOBACKTEST.R . a-class-fPFOLIOCON.R . a-class-fPFOLIODATA.R . a-class-fPFOLIOSPEC.R . a-class-fPFOLIOVAL.R . a-class-fPORTFOLIO.R . backtest-Plots.R . backtest-defaultFunctions.R . backtest-getBacktestSpec.R . backtest-getMethods.R . backtest-methodsShow.R . backtest-netPerformance.R . backtest-pfolioBacktestSpec.R . backtest-pfolioBacktesting.R . backtest-rollingStats.R . backtest-setBacktestSpec.R . frontier-getPoints.R . frontier-portfolioPlots.R . frontier-weightPlots.R . mathprogLP-ampl.R . mathprogLP-glpk.R . mathprogLP-neos.R . mathprogLP-symphony.R . mathprogLP.R . mathprogNLP-ampl.R . mathprogNLP-nlminb2.R . mathprogNLP-solnp.R . mathprogNLP.R . mathprogQP-ampl.R . mathprogQP-ipop.R . mathprogQP-kestrel.R . mathprogQP-neos.R . mathprogQP-quadprog.R . mathprogQP.R . methods-mathprog.R . methods-plot.R . methods-show.R . methods-summary.R . monitor-indicators.R . monitor-stability.R . object-getData.R . object-getPortfolio.R . object-getPortfolioVal.R . object-getSpec.R . object-getUseMethods.R . object-portfolioConstraints.R . object-portfolioData.R . object-portfolioSpec.R . object-setSpec.R . plot-vaniniFig.R . plot-weightsLines.R . plot-weightsPies.R . plot-weightsPlots.R . plot-weightsSlider.R . portfolio-efficientFrontier.R . portfolio-efficientPfolio.R . portfolio-feasiblePfolio.R . portfolio-riskPfolio.R . portfolio-rollingPfolio.R . risk-budgeting.R . risk-covEstimator.R . risk-pfolioMeasures.R . risk-surfaceRisk.R . risk-tailBudgets.R . risk-ternaryMap.R . solve-Rampl.R . solve-RglpkMAD.R . solve-RglpkVAR.R . solve-Ripop.R . solve-Rquadprog.R . solve-RquadprogCLA.R . solve-RshortExact.R . solve-Rsocp.R . solve-Rsolnp.R . solve-RtwoAssets.R . solve-environment.R . utils-NLPgeneral.R . utils-amplExec.R . utils-amplExtractors.R . utils-amplInterface.R . utils-amplLibrary.R . utils-exampleData.R . utils-methods.R . utils-specs.R . zzz.R .  Full fPortfolio package functions and examples
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