Financial Risk Modelling and Portfolio Optimisation with R

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.


Reference manual

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install.packages("FRAPO")

0.4-2 by Bernhard Pfaff, 9 months ago


Browse source code at https://github.com/cran/FRAPO


Authors: Bernhard Pfaff [aut, cre]


Documentation:   PDF Manual  


GPL (>= 3) license


Depends on methods, cccp, Rglpk, timeSeries


Imported by iClick.

Suggested by CLA.


See at CRAN