PortRisk-package: Portfolio Risk Analysis
In PortRisk: Portfolio Risk Analysis
Description
Risk Attribution of a portfolio with Volatility Risk Analysis.
Details
Package: PortRisk
Type: Package
Version: 1.1.0
Date: 2015-10-31
License: GPL-2 | GPL-3
Depends: R (>= 3.0.0)
Imports: zoo, tseries, MCMCpack, copula, MASS
This package includes functions to compute the volatility risk attributes such as Volatility, Portfolio Volatility, MCTR, CCTR etc.
Author(s)
Sourish Das [aut, cre], Tamal Kanti Panja [aut].
Maintainer: Sourish Das <sourish.das@gmail.com>
PortRisk documentation built on May 2, 2019, 7:22 a.m.
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Description
Risk Attribution of a portfolio with Volatility Risk Analysis.
Details
| Package: | PortRisk |
| Type: | Package |
| Version: | 1.1.0 |
| Date: | 2015-10-31 |
| License: | GPL-2 | GPL-3 |
| Depends: | R (>= 3.0.0) |
| Imports: | zoo, tseries, MCMCpack, copula, MASS
|
This package includes functions to compute the volatility risk attributes such as Volatility, Portfolio Volatility, MCTR, CCTR etc.
Author(s)
Sourish Das [aut, cre], Tamal Kanti Panja [aut].
Maintainer: Sourish Das <sourish.das@gmail.com>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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