Portfolio             package:fPortfolio             R Documentation

_P_o_r_t_f_o_l_i_o _M_o_d_e_l_l_i_n_g, _O_p_t_i_m_i_z_a_t_i_o_n _a_n_d _B_e_n_c_h_m_a_r_k_i_n_g

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions for portfolio modelling,
     pptimization and benchmarking. 

_D_e_t_a_i_l_s:

     *Assets Modelling:* 

      Functions for the analysis, simulation and parameter estimation
     of financial assets. 

     *Portfolio Optimization:* Functions for the optimization of
     portfolios including the mean-variance Markowitz approach, "MV",
     the lower partial moment portfolio approach  "PM", and the
     conditional value-at-risk approach "CVaR". 

     *Benchmarkung:* Functions for the scenario analysis, portfolio
     performance measures, and benchmarking. 

