Accompanying package of the book 'Financial Risk Modelling
and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Bernhard Pfaff, 5 years ago
Browse source code at
Bernhard Pfaff [aut, cre]
GPL (>= 3)
Depends on methods, cccp, Rglpk, timeSeries
See at CRAN