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

Install the latest version of this package by entering the following in R:

`install.packages("riskR")`

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

NAMESPACE

data

data/returns.rda

R

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

build

build/partial.rdb

DESCRIPTION

man

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