ArdiaD/RiskPortfolios: Computation of Risk-Based Portfolios
Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.
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Package details |
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| Author | David Ardia [aut, cre, cph] (<https://orcid.org/0000-0003-2823-782X>), Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut] |
| Maintainer | David Ardia <david.ardia.ch@gmail.com> |
| License | GPL (>= 2) |
| Version | 2.1.7 |
| URL | https://github.com/ArdiaD/RiskPortfolios |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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