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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