Description Details Author(s) Examples
Provide algorithms for rearrangement of array to derive the dependence structure that minimizes the variance of the portfolio losses over all possible states.
| Package: | blockra | 
| Type: | Package | 
| Version: | 1.0 | 
| Date: | 2016-05-19 | 
| License: | GPL (>= 2) | 
Kris Boudt, Edgars Jakobsons, Steven Vanduffel, Kristof Verbeken
Maintainer: Kris Boudt <Kris.Boudt@vub.ac.be>
Thanks: A special thanks for additional contributions from Carole Bernard.
1  | # see users manual
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