portfolio: Analysing Equity Portfolios

Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.

Version: 0.5-2
Depends: R (≥ 3.0), graphics, grid, lattice, methods
Imports: grDevices, nlme, stats, utils
Published: 2021-07-10
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
Using the portfolio package
Using the tradelist class


Package source: portfolio_0.5-2.tar.gz
Windows binaries: r-devel: portfolio_0.5-2.zip, r-release: portfolio_0.5-2.zip, r-oldrel: portfolio_0.5-2.zip
macOS binaries: r-release (arm64): portfolio_0.5-2.tgz, r-oldrel (arm64): portfolio_0.5-2.tgz, r-release (x86_64): portfolio_0.5-2.tgz, r-oldrel (x86_64): portfolio_0.5-2.tgz
Old sources: portfolio archive


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