Computes risk measures from data, as well as performs risk management procedures.

Author | Marcelo Brutti Righi |

Date of publication | 2015-12-09 21:44:37 |

Maintainer | Marcelo Brutti Righi <marcelobrutti@hotmail.com> |

License | GPL-2 |

Version | 1.1 |

**returns:** Real market data for examples

**risk:** Computes risk measures

**risk.decision:** Decides the best alternative based on risk measures

**risk.hedge:** Computes optimal hedging ratios based on risk measures

**risk.port:** Computes optimal weights of portfolio based on risk measures

**risk.port2:** Computes optimal weights of portfolio based on risk measures

**risk.req:** Computes capital requirements based on risk measures

**risk.roll:** Computes risk measures through rolling scheme

**riskR-package:** Risk Management

riskR

riskR/NAMESPACE

riskR/data

riskR/data/returns.rda

riskR/R

riskR/R/risk.hedge.R
riskR/R/risk.roll.R
riskR/R/risk.req.R
riskR/R/risk.port.R
riskR/R/risk.R
riskR/R/risk.decision.R
riskR/R/risk.port2.R
riskR/MD5

riskR/build

riskR/build/partial.rdb

riskR/DESCRIPTION

riskR/man

riskR/man/risk.hedge.Rd
riskR/man/risk.Rd
riskR/man/risk.roll.Rd
riskR/man/riskR-package.Rd
riskR/man/risk.req.Rd
riskR/man/risk.decision.Rd
riskR/man/returns.Rd
riskR/man/risk.port2.Rd
riskR/man/risk.port.Rd
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