PortRisk: Portfolio Risk Analysis
Version 1.1.0

Risk Attribution of a portfolio with Volatility Risk Analysis.

AuthorSourish Das [aut, cre], Tamal Kanti Panja [aut]
Date of publication2015-11-01 18:17:27
MaintainerSourish Das <sourish.das@gmail.com>
LicenseGPL-2 | GPL-3
Version1.1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("PortRisk")

Getting started

Package overview

Popular man pages

access: Access Daily Stock Returns by Dates
PortRisk-package: Portfolio Risk Analysis
portvol: Portfolio Volatility and Contribution to Total Volatility...
portvol.Bayes: Portfolio Volatility and Contribution to Total Volatility...
risk.attribution: Risk Attribution of a Portfolio
SnP500Returns: Daily Returns of S&P500 Stocks in 2013
volatility: Individual Volatility of Stock(s)
See all...

All man pages Function index File listing

Man pages

access: Access Daily Stock Returns by Dates
PortRisk-package: Portfolio Risk Analysis
portvol: Portfolio Volatility and Contribution to Total Volatility...
portvol.Bayes: Portfolio Volatility and Contribution to Total Volatility...
risk.attrib.Copula: Risk Attribution of a Portfolio with t-Copula
risk.attribution: Risk Attribution of a Portfolio
SnP500List: List of S&P500 Stocks in 2013
SnP500Returns: Daily Returns of S&P500 Stocks in 2013
volatility: Individual Volatility of Stock(s)

Functions

PortRisk Man page
PortRisk-package Man page
SnP500List Man page
SnP500Returns Man page
access Man page Source code
cctr Man page Source code
cctr.Bayes Man page Source code
mctr Man page Source code
mctr.Bayes Man page Source code
portvol Man page Source code
portvol.Bayes Man page Source code
risk.attrib.Copula Man page Source code
risk.attribution Man page Source code
volatility Man page Source code

Files

NAMESPACE
data
data/SnP500Returns.rda
data/SnP500List.rda
R
R/mctr.Bayes.R
R/mctr.R
R/access.R
R/portvol.Bayes.R
R/risk.attrib.Copula.R
R/cctr.Bayes.R
R/volatility.R
R/cctr.R
R/portvol.R
R/PortRisk-internal.R
R/risk.attribution.R
MD5
DESCRIPTION
man
man/portvol.Rd
man/PortRisk-package.Rd
man/risk.attribution.Rd
man/SnP500List.Rd
man/SnP500Returns.Rd
man/access.Rd
man/portvol.Bayes.Rd
man/volatility.Rd
man/risk.attrib.Copula.Rd
PortRisk documentation built on May 19, 2017, 7:25 p.m.

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