R Package FRAPO

Description

This package is the accompanying package to the book Financial Risk Modelling and Portfolio Optimisation with R, published by John Wiley & Sons. The R code examples of the book are contained in this package as well as S4 classes abd methods pertinent to portfolio optimisations.

Documentation

The current documentation can be downloaded as a pdf-file.

Download

The package is hosted on CRAN and development versions can be installed from R-Forge or from GitHub. The CRAN release of the package can also be downloaded from this site in its source or binary form.