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uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm
Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
Getting started
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Package details |
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| Author | Bernardo Reckziegel [aut, cre, cph] |
| Maintainer | Bernardo Reckziegel <bernardo_cse@hotmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| URL | https://github.com/Reckziegel/uncorbets |
| Package repository | View on CRAN |
| Installation |
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