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Risk Attribution of a portfolio with Volatility Risk Analysis.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.0.0) |
| Imports: | zoo, MCMCpack, tseries, copula, MASS |
| Published: | 2015-11-01 |
| Author: | Sourish Das [aut, cre], Tamal Kanti Panja [aut] |
| Maintainer: | Sourish Das <sourish.das at gmail.com> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | PortRisk results |
| Reference manual: | PortRisk.pdf |
| Package source: | PortRisk_1.1.0.tar.gz |
| Windows binaries: | r-devel: PortRisk_1.1.0.zip, r-release: PortRisk_1.1.0.zip, r-oldrel: PortRisk_1.1.0.zip |
| macOS binaries: | r-release (arm64): PortRisk_1.1.0.tgz, r-oldrel (arm64): PortRisk_1.1.0.tgz, r-release (x86_64): PortRisk_1.1.0.tgz, r-oldrel (x86_64): PortRisk_1.1.0.tgz |
| Old sources: | PortRisk archive |
Please use the canonical form https://CRAN.R-project.org/package=PortRisk to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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