Reckziegel/DynamicStrategies: Convex vs Concave Portfolio Management
Simulates dynamic strategies for portfolio convex vs. concave management as described in Meucci, Attilio (2010) <doi:10.2139/ssrn.1635982>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Bernardo Reckziegel |
| Maintainer | Bernardo Reckziegel <bernardo_cse@hotmail.com> |
| License | MIT + file LICENSE |
| Version | 0.0.9000 |
| URL | https://github.com/Reckziegel/DynamicStrategies |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
