stockPortfolio: Build stock models and analyze stock portfolios

Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.

Version: 1.2
Depends: stats, graphics, grDevices, utils
Published: 2012-03-14
Author: David Diez and Nicolas Christou
Maintainer: David Diez <david.m.diez at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Finance
CRAN checks: stockPortfolio results

Downloads:

Reference manual: stockPortfolio.pdf
Package source: stockPortfolio_1.2.tar.gz
OS X binary: stockPortfolio_1.2.tgz
Windows binary: stockPortfolio_1.2.zip
Old sources: stockPortfolio archive