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 Ghalanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
MaintainerAlexios Ghalanos <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the parma package in your browser

Any scripts or data that you put into this service are public.

parma documentation built on May 29, 2017, 5:53 p.m.