PortRisk (1.1.0)

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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 about 4 years ago.

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