Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("PortfolioEffectEstim")

1.4 by Andrey Kostin, 8 years ago


https://www.portfolioeffect.com/


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


Authors: Andrey Kostin [aut, cre] , Aleksey Zemnitskiy [aut] , Oleg Nechaev [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports rJava

Depends on methods, PortfolioEffectHFT

System requirements: Java (>= 1.7)


See at CRAN