RiskBasedPortfolios: Computation of risk-based portfolios
Version 2.01.00

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

Getting started

Package details

AuthorDavid Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
Date of publication2015-09-18 20:30:47
MaintainerDavid Ardia <[email protected]>
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 31, 2017, 4:31 a.m.