Man pages for riskR
Risk Management

returnsReal market data for examples
riskComputes risk measures
risk.decisionDecides the best alternative based on risk measures
risk.hedgeComputes optimal hedging ratios based on risk measures
risk.portComputes optimal weights of portfolio based on risk measures
risk.port2Computes optimal weights of portfolio based on risk measures
risk.reqComputes capital requirements based on risk measures
risk.rollComputes risk measures through rolling scheme
riskR-packageRisk Management
riskR documentation built on May 2, 2019, 1:43 p.m.