On Fri, 2025-03-07 at 07:40 -0600, Brian G. Peterson wrote: > Arnaud, > > You may want to look at 'PerformanceAnalytics' for a large number of > performance and risk functions for financial time series, including a > large number of standard tables and charts.
Yes, I know a little bit the 'PerformanceAnalytics' package. I will certainly have a close look and do different work with it , but first I wanted to test Enrico package as it is simple and very straightforward. My portfolio is very simple, thus its management too. > > I can also recommend Bernhard Pfaff's excellent book 'Financial Risk > Modeling and Portfolio Optimization with R, 2nd ed.' > > Regards, > > Brian >
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