bpfaff/mcrp: Multiple criteria risk parity optimization
Implementation of multiple criteria risk parity optimization with respect to the portfolio's variance, skewness and kurtosis.
Getting started
Browse package contents
Package details |
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| Author | Bernhard Pfaff [aut, cre] |
| Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |
| License | GPL-3 |
| Version | 0.0-1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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