https://suyashjindal.r-universe.devRecent package updates in suyashjindalR-universehttps://github.com/suyashjindal.pnghttps://suyashjindal.r-universe.devWed, 22 Apr 2026 14:13:46 GMTjindalsuyash7@gmail.com (Suyash Jindal)Tools for portfolio construction and risk analytics, including mean-variance optimization, conditional value at risk (expected shortfall) minimization, risk parity, regime clustering, correlation analysis, Monte Carlo simulation, and option pricing. Includes utilities for portfolio evaluation, clustering, and risk reporting. Methods are based in part on Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>, Rockafellar and Uryasev (2000) <doi:10.21314/JOR.2000.038>, Maillard et al. (2010) <doi:10.3905/jpm.2010.36.4.060>, Black and Scholes (1973) <doi:10.1086/260062>, and Cox et al. (1979) <doi:10.1016/0304-405X(79)90015-1>.https://github.com/r-universe/suyashjindal/actions/runs/27941569032Wed, 22 Apr 2026 14:13:46 GMTfinlabR1.0.0successhttps://suyashjindal.r-universe.devhttps://github.com/cran/finlabRfinlabR-workflow.RmdfinlabR-workflow.htmlEnd-to-End Workflow2026-04-22 14:13:462026-04-22 14:13:46finlabR-intro.RmdfinlabR-intro.htmlfinlabR: Portfolio Analytics and Simulation2026-04-22 14:13:462026-04-22 14:13:46