RiskBasedPortfolios: Computation of risk-based portfolios

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

AuthorDavid Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
Date of publication2015-09-18 20:30:47
MaintainerDavid Ardia <david.ardia@fsa.ulaval.ca>
LicenseGPL (>=2)
Version2.01.00

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