Reckziegel/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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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.1.2.9000 |
| URL | https://github.com/Reckziegel/uncorbets https://reckziegel.github.io/uncorbets/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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