parma: Portfolio Allocation and Risk Management Applications

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Package details

AuthorAlexios Galanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
MaintainerAlexios Galanos <alexios@4dscape.com>
LicenseGPL-3
Version1.7
URL https://github.com/alexiosg/parma
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("parma")

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parma documentation built on Oct. 29, 2022, 1:08 a.m.