RiskPortfolios: Computation of Risk-Based Portfolios

Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.

Getting started

Package details

AuthorDavid Ardia [aut, cre], Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]
MaintainerDavid Ardia <[email protected]>
LicenseGPL (>= 2)
Version2.1.2
URL https://github.com/ArdiaD/RiskPortfolios
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RiskPortfolios")

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RiskPortfolios documentation built on May 2, 2019, 10:59 a.m.