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
Overbeck2Overbeck type II Allocation Principle
RiskRisk
VaRValue at Risk
OCA documentation built on Feb. 16, 2023, 8:27 p.m.