PortRisk: Portfolio Risk Analysis

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Risk Attribution of a portfolio with Volatility Risk Analysis.

Author
Sourish Das [aut, cre], Tamal Kanti Panja [aut]
Date of publication
2015-11-01 18:17:27
Maintainer
Sourish Das <sourish.das@gmail.com>
License
GPL-2 | GPL-3
Version
1.1.0

View on CRAN

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)

Files in this package

PortRisk
PortRisk/NAMESPACE
PortRisk/data
PortRisk/data/SnP500Returns.rda
PortRisk/data/SnP500List.rda
PortRisk/R
PortRisk/R/mctr.Bayes.R
PortRisk/R/mctr.R
PortRisk/R/access.R
PortRisk/R/portvol.Bayes.R
PortRisk/R/risk.attrib.Copula.R
PortRisk/R/cctr.Bayes.R
PortRisk/R/volatility.R
PortRisk/R/cctr.R
PortRisk/R/portvol.R
PortRisk/R/PortRisk-internal.R
PortRisk/R/risk.attribution.R
PortRisk/MD5
PortRisk/DESCRIPTION
PortRisk/man
PortRisk/man/portvol.Rd
PortRisk/man/PortRisk-package.Rd
PortRisk/man/risk.attribution.Rd
PortRisk/man/SnP500List.Rd
PortRisk/man/SnP500Returns.Rd
PortRisk/man/access.Rd
PortRisk/man/portvol.Bayes.Rd
PortRisk/man/volatility.Rd
PortRisk/man/risk.attrib.Copula.Rd