Portfolio Theory

Collection of tools to calculate portfolio performance metrics. Portfolio performance is a key measure for investors. These metrics are important to analyse how effectively their money has been invested. This package uses portfolio theories to give investor tools to evaluate their portfolio performance. For more information see, Markowitz, H.M. (1952), . Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].


Reference manual

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install.packages("rportfolio")

0.0.3 by Anurag Agrawal, 6 years ago


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


Authors: Anurag Agrawal [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports xts, zoo, stats

Suggests spelling


See at CRAN