person(given = "Anurag",
family = "Agrawal",
role = c("aut", "cre"),
email = "agrawalanurag1999@gmail.com",
comment = c(ORCID = "0000-0003-2272-8273"))
Collection of functions to optimize portfolio weights using quadratic programming. This package includes different functions to compute portfolio weights based on different constraints and methods. For more information see Markowitz, H.M. (1952), <doi:10.2307/2975974>. "Analysis of Investments & Management of Portfolios" [2012, ISBN:978-8131518748].
PerformanceAnalytics, stringr, stringi, plotly, ggplot2,
purrr, rvest, quantmod, rMorningStar, quadprog, dplyr, xts,
lubridate, readr, tidyr, xml2
2020-07-26 19:43:43 UTC; Kanhaiiya Agrawal
Anurag Agrawal [aut, cre] (<https://orcid.org/0000-0003-2272-8273>)

Collection of functions to optimize portfolio weights using quadratic programming. This package includes different functions to compute portfolio weights based on different constraints and methods. For more information see Markowitz, H.M. (1952), <doi:10.2307/2975974>. Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].
PerformanceAnalytics, stringr, stringi, ggplot2, purrr, rvest,
quantmod, rMorningStar, quadprog, dplyr, xts, lubridate, readr,
tidyr, xml2

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios
c(
person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"),
email="brian@braverock.com") ,
person(given="Peter",family="Carl",role=c("aut","cph"),
email="peter@braverock.com") ,
person(given="Kris",family="Boudt",role=c("ctb","cph")) ,
person(given="Ross",family="Bennett",role=c("ctb","cph")) ,
person(given="Hezky",family="Varon",role="ctb") ,
person(given="Guy",family="Yollin",role="ctb") ,
person(given="R. Douglas",family="Martin",role="ctb") )
Portfolio optimization and analysis routines and graphics.
R (>= 2.14.0), zoo, xts (>= 0.8), foreach,
PerformanceAnalytics (>= 1.1.0)
quantmod, DEoptim(>= 2.2.1), iterators, fGarch, Rglpk,
quadprog, ROI (>= 0.1.0), ROI.plugin.glpk (>= 0.0.2),
ROI.plugin.quadprog (>= 0.0.2), ROI.plugin.symphony (>= 0.0.2),
pso, GenSA, corpcor, testthat, nloptr (>= 1.0.0), MASS,
robustbase
Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb, cph],
Hezky Varon [ctb],
Guy Yollin [ctb],
R. Douglas Martin [ctb]