Scenario-based Portfolio Optimization

(c) 2013-2014 Ronald Hochreiter

For more information please refer to Finance with R @ finance-r.com

Installation

# install package devtools from CRAN
if(!("devtools" %in% rownames(installed.packages()))) { install.packages("devtools") }

# install modopt.matlab and scenportopt from GitHub
require("devtools")
install_github("modopt.matlab", "rhochreiter")
install_github("scenportopt", "rhochreiter")