parma (1.5-3)

0 users

Portfolio Allocation and Risk Management Applications.

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)

License: GPL-3

Uses: corpcor, nloptr, quadprog, Rglpk, slam, truncnorm, Rsymphony, xts

Released over 3 years ago.

3 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


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

Related packages: NMOF, matchingMarkets, ManifoldOptim, FLSSS, DtD, cvar, bizdays, actuar, backtest, bayesGARCH, CADFtest, car, ChainLadder, copula, CreditMetrics, data.table, dlm, dse, dyn, dynlm(20 best matches, based on common tags.)

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

Visit parma on R Graphical Manual.