FRAPO : Financial Risk Modelling and Portfolio Optimisation with R

Package: FRAPO
Version: 0.3-8
Date: 2013-06-15
Title: Financial Risk Modelling and Portfolio Optimisation with R
Authors@R: c(person("Bernhard", "Pfaff", email =
"bernhard@pfaffikus.de", role = c("aut", "cre")),
person("Miguel Sousa", "Lobo", email =
"mlobo@isl.stanford.edu", role = "ctb", comment = "SOCP"),
person("Lieven", "Vandenberghe", email =
"vandenbe@isl.stanford.edu", role = "ctb", comment = "SOCP"),
person("Stephen", "Boyd", email = "boyd@isl.stanford.edu", role
= "ctb", comment = "SOCP"), person("Herve", "Lebret", role =
"ctb", comment = "SOCP"))
Depends: R (>= 2.11), methods, quadprog, Rglpk, timeSeries
Suggests: xts, zoo, Rsolnp
Description: Accompanying package of the book 'Financial Risk Modelling
and Portfolio Optimisation with R'. The data sets used in the
book are contained in this package.
LazyData: TRUE
License: GPL (>= 2)
Author: Bernhard Pfaff [aut, cre], Miguel Sousa Lobo [ctb] (SOCP),
Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP),
Herve Lebret [ctb] (SOCP)
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: CRAN
Repository/R-Forge/Project: frapo
Repository/R-Forge/Revision: 23
Repository/R-Forge/DateTimeStamp: 2013-06-15 10:12:00
Date/Publication: 2013-06-19 00:34:43
Packaged: 2013-06-15 14:15:15 UTC; rforge
NeedsCompilation: yes