PortRisk (1.1.0)

0 users

Portfolio Risk Analysis.


Risk Attribution of a portfolio with Volatility Risk Analysis.

Maintainer: Sourish Das
Author(s): Sourish Das [aut, cre], Tamal Kanti Panja [aut]

License: GPL-2 | GPL-3

Uses: copula, MASS, MCMCpack, tseries, zoo

Released over 1 year ago.

1 previous version



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of PortRisk yet. Want to be the first? Write one now.

Related packages: ChainLadder, CreditMetrics, MSBVAR, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, fArma, fAsianOptions, fAssets, fBasics, fBonds(20 best matches, based on common tags.)

Search for PortRisk on google, google scholar, r-help, r-devel.

Visit PortRisk on R Graphical Manual.