kecoli/PCRM: Companion to Portfolio Construction and Risk Management

PCRM is a companion package to the text Portfolio Construction and Risk Management

Getting started

Package details

AuthorDoug Martin <>, Thomas Philips <>, Bernd Scherer <>, Ke Li <kirkli@stat.washington.edu>
MaintainerKe Li <kirkli@stat.washington.edu>
LicenseGPL-2
Version0.02
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kecoli/PCRM")
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.