parma (1.5-2)

Portfolio Allocation and Risk Management Applications.

http://cran.r-project.org/web/packages/parma

Methods for Portfolio Optimization and Risk Management.

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos and Bernhard Pfaff

License: GPL-3

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

Released over 4 years ago.