finlabR
Portfolio Analytics and Simulation Toolkit
Tools for portfolio construction and risk analytics, including mean-variance optimization, conditional value at risk (expected shortfall) minimization, risk parity, regime clustering, correlation analysis, Monte Carlo simulation, and option pricing. Includes utilities for portfolio evaluation, clustering, and risk reporting. Methods are based in part on Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>, Rockafellar and Uryasev (2000) <doi:10.21314/JOR.2000.038>, Maillard et al. (2010) <doi:10.3905/jpm.2010.36.4.060>, Black and Scholes (1973) <doi:10.1086/260062>, and Cox et al. (1979) <doi:10.1016/0304-405X(79)90015-1>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | finlabR_1.0.0.tar.gz |
495.7 KiB |
1.0.0 |
rolling linux/noble R-4.5 | finlabR_1.0.0.tar.gz |
495.5 KiB |
1.0.0 |
rolling source/ R- | finlabR_1.0.0.tar.gz |
175.2 KiB |
1.0.0 |
latest linux/jammy R-4.5 | finlabR_1.0.0.tar.gz |
495.7 KiB |
1.0.0 |
latest linux/noble R-4.5 | finlabR_1.0.0.tar.gz |
495.5 KiB |
1.0.0 |
latest source/ R- | finlabR_1.0.0.tar.gz |
175.2 KiB |
1.0.0 |
2026-04-26 source/ R- | finlabR_1.0.0.tar.gz |
175.2 KiB |
1.0.0 |
2026-04-23 source/ R- | finlabR_1.0.0.tar.gz |
175.2 KiB |