NEWS.md

In dppalomar/riskParityPortfolio: Design of Risk Parity Portfolios

Changes in riskParityPortfolio version 0.2.2 (2021-05-31)

• Improved initial point + minor fixes to conform with R 4.0.

Changes in riskParityPortfolio version 0.2.1 (2019-10-07)

• A new section "A practical example using FAANG price data" was added to the vignette. This section is inspired by Tharsis Souza's blog post on risk parity: https://towardsdatascience.com/ray-dalio-etf-900edfe64b05

Changes in riskParityPortfolio version 0.2.0 (2019-08-31)

• Included the R/Finance 2019 slides as an additional vignette.
• Included the slides on risk parity portfolio from the Convex Optimization course at the Hong Kong Univ. of Science and Technology (HKUST) as an additional vignette.
• New plotting function implemented: barplotPortfolioRisk().
• General linear constraints now supported in the main function riskParityPortfolio()

Changes in riskParityPortfolio version 0.1.2 (2019-06-01)

• Fixed some VignetteBuilder issues with CRAN.
• Refactored stopping criteria. [commit 350f622]
• Fixed bug where stocks names were being tossed out by C++ functions. [commit a02ffc4]

Changes in riskParityPortfolio version 0.1.1 (2019-01-07)

• Revised vignette (fix name issue and include new section on algorithm description).
• Revise the error control of riskParityPortfolio().
• Check feasibility in riskParityPortfolio().
• Improved tests.

Changes in riskParityPortfolio version 0.1.0 (2018-12-15)

• Initial release is on CRAN.

dppalomar/riskParityPortfolio documentation built on Nov. 25, 2022, 1:34 p.m.