[NMOF-news] NMOF 2.3-1 on CRAN
Enrico Schumann
es at enricoschumann.net
Mon Jan 25 13:31:24 CET 2021
Version 2.3-1 of the NMOF package has been released.
It is available from
https://cran.r-project.org/package=NMOF
and from the Git repository at
https://github.com/enricoschumann/NMOF
The NEWS file entry:
o 'minCVaR' gains an argument 'min.return' for
specifying a minimum required return (and another
argument 'm' for specifying expected returns)
o 'Shiller' includes additional columns, such as
bond returns
Comments/corrections/remarks/suggestions are -- as
always -- very welcome; please send them to the
maintainer (me) directly.
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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