Man pages for OCA
Optimal Capital Allocations

capCovariance Allocation Principle
dat1Public data risk no. 1
dat2Public data risk no. 2
ESExpected Shortfall
hapHaircut Allocation Principle
OCA-packageOptimal Capital Allocation Principles
Overbeck2Overbeck type II Allocation Principle
RiskRisk measures suchs as Value at Risk (VaR) and Expected...
VaRValue at Risk
OCA documentation built on May 29, 2017, 4:07 p.m.