Package 'portfolio.optimization'
| Title: |
Contemporary Portfolio Optimization |
| Description: |
Simplify your portfolio optimization process by applying a
contemporary modeling way to model and solve your portfolio
problems. While most approaches and packages are rather
complicated this one tries to simplify things and is agnostic
regarding risk measures as well as optimization solvers. Some
of the methods implemented are described by Konno and Yamazaki
(1991) <doi:10.1287/mnsc.37.5.519>, Rockafellar and Uryasev
(2001) <doi:10.21314/JOR.2000.038> and Markowitz (1952)
<doi:10.1111/j.1540-6261.1952.tb01525.x>. |
| Authors: |
Ronald Hochreiter [aut, cre] |
| Maintainer: |
Ronald Hochreiter <[email protected]> |
| License: |
MIT + file LICENSE |
| Version: |
1.0-0 |
| Built: |
2024-11-18 04:08:34 UTC |
| Source: |
https://github.com/rhochreiter/portfolio.optimization |
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