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, cph] (<https://orcid.org/0000-0003-2823-782X>), Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]
MaintainerDavid Ardia <david.ardia.ch@gmail.com>
LicenseGPL (>= 2)
URL https://github.com/ArdiaD/RiskPortfolios
Package repositoryView on CRAN
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RiskPortfolios documentation built on May 17, 2021, 1:10 a.m.