Description Details Author(s) References
Computes risk measures from data, as well as performs risk management procedures.
The DESCRIPTION file:
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Marcelo Brutti Righi
Maintainer: Marcelo Brutti Righi <marcelobrutti@hotmail.com>
Righi, M. (2015). Loss-Deviation risk measures. Working Paper. Available in: http://arxiv.org/abs/1511.06943
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