riskR-package: Risk Management

Description

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

Details

The DESCRIPTION file: This package was not yet installed at build time.

Author(s)

Marcelo Brutti Righi

Maintainer: Marcelo Brutti Righi <marcelobrutti@hotmail.com>

References

Righi, M. (2015). Loss-Deviation risk measures. Working Paper. Available in: http://arxiv.org/abs/1511.06943


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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