| PerformanceAnalytics: Econometric tools for performance and risk analysis BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, M Lestel, ... R package version 1 (3), 240, 2014 | 673 | 2014 |
| Differential evolution with DEoptim: an application to non-convex portfolio optimization D Ardia, K Boudt, P Carl, K Mullen, BG Peterson The R Journal 3 (1), 27-34, 2011 | 281 | 2011 |
| Package ‘performanceanalytics’ BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ... R Team Cooperation 3, 13-14, 2018 | 180 | 2018 |
| Asset allocation with conditional value-at-risk budgets K Boudt, P Carl, BG Peterson Journal of Risk 15 (3), 39-68, 2012 | 108 | 2012 |
| PerformanceAnalytics: Econometric tools for performance and risk analysis P Carl, BG Peterson, K Boudt, E Zivot R package version 1 (2.1), 2010 | 51 | 2010 |
| PerformanceAnalytics: econometric Tools for performance and risk analysis. 2020 BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ... R package version 2 (4), 2024 | 39 | 2024 |
| PerformanceAnalytics: Econometric tools for performance and risk analysis. R package version 1.4. 3541 BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, M Lesstel, ... | 26 | 2014 |
| PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis, R Package Version 2.0. 4. 2020 BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ... Perform. Analytics Documentation, 2020 | 24 | 2020 |
| PerformanceAnalytics: Econometric tools for performance and risk analysis (R package version 2.0. 4)[Computer software]. 2020 BG Peterson, P Carl | 19 | 2020 |
| Differential evolution (deoptim) for non-convex portfolio optimization D Ardia, K Boudt, P Carl, KM Mullen, B Peterson | 17 | 2010 |
| Package ‘PerformanceAnalytics’. Econometric tools for performance and risk analysis BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, D Cornilly, ... R package version 2 (4), 2020 | 13 | 2020 |
| Package ‘PerformanceAnalytics’ P Carl, BG Peterson, MBG Peterson Retrieved March 29, 2011, 2010 | 9 | 2010 |
| Portfolio analytics: portfolio analysis, including numerical methods for optimization of portfolios. R package version 1.0. 3636 BG Peterson, P Carl URL: https://CRAN. R-project. org/package= PortfolioAnalytics, 2015 | 7 | 2015 |
| PortfolioAnalytics: Portfolio analysis, including numeric methods for optimization of portfolios K Boudt, P Carl, BG Peterson R package version 0.8 2, 2012 | 7 | 2012 |
| PerformanceAnalytics: Econometric tools for performance and risk analysis in R, 2009 P Carl, BG Peterson URL https://github. com/braverock/PerformanceAnalytics. R package version 1 …, 0 | 7 | |
| Package ‘portfolioanalytics’ BG Peterson, P Carl, K Boudt, R Bennett, H Varon, G Yollin, RD Martin Technical report, Technical report, 2015. URL https://cran. r-project. org …, 2015 | 6 | 2015 |
| Hedge fund portfolio selection with modified expected shortfall K Boudt, BG Peterson, P Carl WIT Transactions on Information and Communication Technologies 41, 99-107, 2008 | 6 | 2008 |
| PerformanceAnalytics: Econometric tools for performance and risk analysis. R package version 1.4. 3541, 2014 BG Peterson, P Carl | 5 | |
| PerformanceAnalytics Charts and Tables Overview P Carl, BG Peterson | 4 | 2024 |
| Portfolio optimization with conditional value-at-risk budgets K Boudt, P Carl, B Peterson R/Finance 2010: Applied Finance with R, Date: 2010/04/16-2010/04/17 …, 2010 | 3 | 2010 |
