riskR: Risk Management

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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

View on CRAN

Man pages

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
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("riskR")}

Files in this package

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