Package: PortfolioAnalysis
Title: Portfolio Optimization Methods
Version: 1.0.6
Authors@R: 
    person(given = "Anurag",
           family = "Agrawal",
           role = c("aut", "cre"),
           email = "agrawalanurag1999@gmail.com",
           comment = c(ORCID = "0000-0003-2272-8273"))
Description: 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]. 
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.0
Imports: PerformanceAnalytics, stringr, stringi, plotly, ggplot2,
        purrr, rvest, quantmod, rMorningStar, quadprog, dplyr, xts,
        lubridate, readr, tidyr, xml2
NeedsCompilation: no
Packaged: 2020-07-26 19:43:43 UTC; Kanhaiiya Agrawal
Author: Anurag Agrawal [aut, cre] (<https://orcid.org/0000-0003-2272-8273>)
Maintainer: Anurag Agrawal <agrawalanurag1999@gmail.com>
Repository: CRAN
Date/Publication: 2020-08-01 10:30:02 UTC
