FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Version: 0.4-1
Depends: R (≥ 3.1.3), methods, cccp, Rglpk, timeSeries
Published: 2016-12-12
DOI: 10.32614/CRAN.package.FRAPO
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard at>
License: GPL (≥ 3)
NeedsCompilation: no
Citation: FRAPO citation info
In views: Finance
CRAN checks: FRAPO results


Reference manual: FRAPO.pdf


Package source: FRAPO_0.4-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): FRAPO_0.4-1.tgz, r-oldrel (arm64): FRAPO_0.4-1.tgz, r-release (x86_64): FRAPO_0.4-1.tgz, r-oldrel (x86_64): FRAPO_0.4-1.tgz
Old sources: FRAPO archive

Reverse dependencies:

Reverse suggests: CLA


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