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Package ‘FRAPO’ June 19, 2013 VersionDateTitle Financial Risk Modelling and Portfolio Optimisation with R Depends R (>= 2.11), methods, quadprog, Rglpk, timeSeries
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Document Date: 2013-06-20 17:03:22

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File Size: 267,67 KB

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Company

FTSE 100 Description Weekly / Description Weekly / Constituents Description Weekly / References Canakgoz N.A. / /

Currency

EUR / /

Facility

Statistical Data Warehouse / /

IndustryTerm

finance / /

MarketIndex

Hang Seng 40 / FTSE 100 / DJ Euro Stoxx 50 / /

Organization

European Central Bank / /

Person

Miguel Sousa Lobo / Stephen Boyd / Bernhard Pfaff / /

Position

Author / Major / editor / option editor / forward / /

ProgrammingLanguage

R / /

Technology

Data Warehouse / CAD / /

URL

http /

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