RiskPortfolios: Computation of Risk-Based Portfolios

RiskPortfolios is a collection of functions designed to test compute risk-based portfolios.

AuthorDavid Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
Date of publication2015-12-12 19:28:17
MaintainerDavid Ardia <david.ardia@fsa.ulaval.ca>
LicenseGPL (>=2)
Version2.00.04

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