Reckziegel/PortfolioMoments: Functions to be used in conjuction with PortfolioAnalytics

Add custom forecasts to improve moments estimation in PortfolioAnalytics.

Getting started

Package details

AuthorBernardo Reckziegel
MaintainerBernardo Reckziegel <bernardo_cse@hotmail.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Reckziegel/PortfolioMoments")
Reckziegel/PortfolioMoments documentation built on May 29, 2019, 1:21 p.m.