Risk Management and Optimization for Portfolio Investment

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) ).


Reference manual

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install.packages("RMOPI")

1.1 by Wei Ling, 4 years ago


Browse source code at https://github.com/cran/RMOPI


Authors: Wei Ling [aut, cre] , Yang Liu [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, PerformanceAnalytics, TTR, fPortfolio, rugarch, timeDate

Depends on ggplot2, tibble, lubridate, timeSeries, xts


See at CRAN