The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Easy and quick testing of customizable asset allocation strategies. Users can rely on their own data, or have the package automatically download data from Yahoo Finance (<https://finance.yahoo.com/>). Several pre-loaded portfolios with data are available, including some which are discussed in Faber (2015, ISBN:9780988679924).
| Version: | 1.1.1 |
| Depends: | R (≥ 2.10) |
| Imports: | PerformanceAnalytics, quantmod, RiskPortfolios, xts, zoo, NMOF, riskParityPortfolio, curl |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2023-06-14 |
| DOI: | 10.32614/CRAN.package.AssetAllocation |
| Author: | Alexandre Rubesam |
| Maintainer: | Alexandre Rubesam <alexandre.rubesam at gmail.com> |
| BugReports: | https://github.com/rubetron/AssetAllocation/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/rubetron/AssetAllocation |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | AssetAllocation results |
| Reference manual: | AssetAllocation.pdf |
| Vignettes: |
AssetAllocation |
| Package source: | AssetAllocation_1.1.1.tar.gz |
| Windows binaries: | r-devel: AssetAllocation_1.1.1.zip, r-release: AssetAllocation_1.1.1.zip, r-oldrel: AssetAllocation_1.1.1.zip |
| macOS binaries: | r-release (arm64): AssetAllocation_1.1.1.tgz, r-oldrel (arm64): AssetAllocation_1.1.1.tgz, r-release (x86_64): AssetAllocation_1.1.1.tgz, r-oldrel (x86_64): AssetAllocation_1.1.1.tgz |
| Old sources: | AssetAllocation archive |
Please use the canonical form https://CRAN.R-project.org/package=AssetAllocation to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.