Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.
| Version: | 0.5-3 |
| Depends: | R (≥ 3.0), graphics, grid, lattice, methods |
| Imports: | grDevices, nlme, stats, utils |
| Published: | 2024-08-24 |
| DOI: | 10.32614/CRAN.package.portfolio |
| Author: | Jeff Enos [aut], David Kane [aut], Daniel Gerlanc [aut, cre], Kyle Campbell [ctb] |
| Maintainer: | Daniel Gerlanc <dan at gerlanc.com> |
| BugReports: | https://github.com/dgerlanc/portfolio/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/dgerlanc/portfolio |
| NeedsCompilation: | no |
| Materials: | README ChangeLog |
| CRAN checks: | portfolio results |
| Reference manual: | portfolio.pdf |
| Vignettes: |
Matching Portfolios (source, R code) Using the portfolio package (source, R code) Using the tradelist class (source, R code) |
| Package source: | portfolio_0.5-3.tar.gz |
| Windows binaries: | r-devel: portfolio_0.5-3.zip, r-release: portfolio_0.5-3.zip, r-oldrel: portfolio_0.5-3.zip |
| macOS binaries: | r-release (arm64): portfolio_0.5-3.tgz, r-oldrel (arm64): portfolio_0.5-3.tgz, r-release (x86_64): portfolio_0.5-3.tgz, r-oldrel (x86_64): portfolio_0.5-3.tgz |
| Old sources: | portfolio archive |
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