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.

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 <alexios@4dscape.com>
LicenseGPL-3
Version1.5-3

View on CRAN

Files in this package

parma
parma/inst
parma/inst/CITATION
parma/inst/COPYRIGHTS
parma/inst/parma.tests
parma/inst/parma.tests/parma.tests.R
parma/inst/doc
parma/inst/doc/Portfolio_Optimization_in_parma.pdf
parma/inst/doc/Portfolio_Optimization_in_parma.Rnw
parma/src
parma/src/Makevars
parma/src/socp.c
parma/src/socp.h
parma/NAMESPACE
parma/data
parma/data/etfdata.rda
parma/Changelog
parma/R
parma/R/p-constraints.R parma/R/p-GNLP.R parma/R/p-main.R parma/R/p-SOCP.R parma/R/Socp.R parma/R/p-timeseries.R parma/R/p-cmaes.R parma/R/p-fun.R parma/R/p-Utility.R parma/R/p-methods.R parma/R/p-NLP.R parma/R/p-QP.R parma/R/p-MILP.R parma/R/p-classes.R parma/R/zzz.R parma/R/p-LP.R
parma/vignettes
parma/vignettes/solvers.tex
parma/vignettes/Portfolio_Optimization_in_parma.tex
parma/vignettes/parmabib.bib
parma/vignettes/mam.png
parma/vignettes/lpnlp2.tex
parma/vignettes/parma.tex
parma/vignettes/mam.tex
parma/vignettes/lpnlp1.tex
parma/vignettes/lpmutility.png
parma/vignettes/frontier.tex
parma/vignettes/lpmutility.tex
parma/vignettes/frontier.png
parma/vignettes/riskcompare.tex
parma/vignettes/Portfolio_Optimization_in_parma.Rnw
parma/README.md
parma/MD5
parma/build
parma/build/vignette.rds
parma/DESCRIPTION
parma/man
parma/man/parmaPort-class.Rd parma/man/SocpPhase1.Rd parma/man/constraints.Rd parma/man/parmasolve-methods.Rd parma/man/parmaspec-methods.Rd parma/man/parmautility-methods.Rd parma/man/riskfun.Rd parma/man/Socp.Rd parma/man/etfdata.Rd parma/man/parmafrontier-methods.Rd parma/man/parma-package.Rd parma/man/SocpPhase2.Rd parma/man/parmaSpec-class.Rd parma/man/SocpControl.Rd parma/man/cmaes-solver.Rd
parma/.Rinstignore

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