parma (1.5-3)

Portfolio Allocation and Risk Management Applications.

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

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.