parma: Portfolio Allocation and Risk Management Applications
Version 1.5-3

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

Package details

AuthorAlexios Ghalanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
Date of publication2016-08-25 22:54:03
MaintainerAlexios Ghalanos <[email protected]>
Package repositoryView on CRAN
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parma documentation built on May 29, 2017, 5:53 p.m.