Rmetrics - Portfolio Selection and Optimization R package fPortfolio version 4023.84 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) A collection of functions to optimize portfolios and to analyze them from different points of view. Software Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fAssets Imports: fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog, kernlab, rneos, methods, grDevices, graphics, stats, utils Suggests: parma, Rsymphony, dplR, bcp, fGarch, mvoutlier Stefan Theussl <Stefan.Theussl@R-project.org> Comprehensive R Archive Network (CRAN) Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], William Chen [ctb], Stefan Theussl [aut, cre] GPL (>= 2) 2023-04-25 application/tgz https://CRAN.R-project.org/package=fPortfolio doi:10.32614/CRAN.package.fPortfolio