RiskPortfolios (2.1.1)

0 users

Computation of Risk-Based Portfolios.

https://github.com/ArdiaD/RiskPortfolios
http://cran.r-project.org/web/packages/RiskPortfolios

Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2016) 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

Released 8 months ago.


Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

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


Related packages:(20 best matches, based on common tags.)


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

Visit RiskPortfolios on R Graphical Manual.