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 <email@example.com>|
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
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