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finlabR  

Portfolio Analytics and Simulation Toolkit
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("finlabR", "1.0.0")



Attach the package and use:
library("finlabR")
Maintained by
Suyash Jindal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-22
Latest Update: 2026-04-22
Description:
Tools for portfolio construction and risk analytics, including mean-variance optimization, conditional value at risk (expected shortfall) minimization, risk parity, regime clustering, correlation analysis, Monte Carlo simulation, and option pricing. Includes utilities for portfolio evaluation, clustering, and risk reporting. Methods are based in part on Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>, Rockafellar and Uryasev (2000) <doi:10.21314/JOR.2000.038>, Maillard et al. (2010) <doi:10.3905/jpm.2010.36.4.060>, Black and Scholes (1973) <doi:10.1086/260062>, and Cox et al. (1979) <doi:10.1016/0304-405X(79)90015-1>.
How to cite:
Suyash Jindal (2026). finlabR: Portfolio Analytics and Simulation Toolkit. R package version 1.0.0, https://cran.r-project.org/web/packages/finlabR. Accessed 16 Jul. 2026.
Previous versions and publish date:
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Full finlabR package functions and examples
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