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Build stock models and analyze stock portfolios.
David Diez and Nicolas Christou
GPL (>= 2)
Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.
Package Version Released
stockPortfolio 1.2 4 years 15 weeks ago
stockPortfolio 1.1 6 years 11 weeks ago
stockPortfolio 1.0 6 years 34 weeks ago
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