https://github.com/dgerlanc/portfolio

Classes for analysing and implementing equity portfolios in R.
https://github.com/dgerlanc/portfolio

finance portfolio-construction r risk-modelling

Last synced: 4 months ago
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Classes for analysing and implementing equity portfolios in R.

• Host: GitHub
• URL: https://github.com/dgerlanc/portfolio
• Owner: dgerlanc
• Created: 2013-05-07T00:05:27.000Z (almost 12 years ago)
• Default Branch: main
• Last Pushed: 2021-07-09T13:04:22.000Z (almost 4 years ago)
• Last Synced: 2024-04-25T20:46:23.295Z (12 months ago)
• Topics: finance, portfolio-construction, r, risk-modelling
• Language: R
• Homepage:
• Size: 1.44 MB
• Stars: 15
• Watchers: 5
• Forks: 8
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: ChangeLog

Awesome Lists containing this project

• awesome-quant - portfolio - Analysing equity portfolios. (R / Financial Instruments and Pricing)
• jimsghstars - dgerlanc/portfolio - Classes for analysing and implementing equity portfolios in R. (R)

README

        
portfolio

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Classes for analysing and implementing equity portfolios.