RiskPortfolios (2.1.2)

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Computation of Risk-Based Portfolios.


Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) and Ardia et al. (2017) .

Maintainer: David Ardia
Author(s): David Ardia [aut, cre], Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]

License: GPL (>= 2)

Uses: MASS, nloptr, quadprog, testthat
Reverse suggests: riskParityPortfolio

Released over 1 year ago.

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