[R] new release of POP Portfolio Construction Suite

Patrick Burns patrick at burns-stat.com
Mon Sep 27 12:40:05 CEST 2004


Version 2 of POP Portfolio Construction Suite has just been released.
Note there is a license fee for this package.  The code runs in both R
and S-PLUS.

Version 2 is faster, better, smoother.

The functionality includes optimal portfolio selection, asset allocation,
and statistical factor models.  The most important functionality is probably
the generation of random portfolios -- sort of analogous to bootstrapping.

The POP User's Manual is available on the Burns Statistics website, and
is useful for those wanting to learn about portfolio construction as well as
those using the software.

Patrick Burns

Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")




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