RiskBasedPortfolios
Computation of risk-based portfolios

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RiskBasedPortfolios: Computation of risk-based portfolios

RiskBasedPortfolios: Computation of risk-based portfolios

Provides functions to estimate covariance matrices and compute risk-based portfolios

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Package details
AuthorDavid Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
MaintainerDavid Ardia <david.ardia@fsa.ulaval.ca>
LicenseGPL (>=2)
Version2.01.00
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R: 
install.packages("RiskBasedPortfolios", repos="http://R-Forge.R-project.org")

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RiskBasedPortfolios documentation built on May 2, 2019, 6:08 p.m.

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