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RiskPortfolios: Computation of Risk-Based Portfolios

Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.

Version: 2.1.7
Imports: MASS, quadprog, nloptr
Suggests: testthat
Published: 2021-05-16
DOI: 10.32614/CRAN.package.RiskPortfolios
Author: David Ardia ORCID iD [aut, cre, cph], Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]
Maintainer: David Ardia <david.ardia.ch at gmail.com>
BugReports: https://github.com/ArdiaD/RiskPortfolios/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: https://github.com/ArdiaD/RiskPortfolios
NeedsCompilation: no
Citation: RiskPortfolios citation info
Materials: README NEWS
In views: Finance
CRAN checks: RiskPortfolios results

Documentation:

Reference manual: RiskPortfolios.pdf

Downloads:

Package source: RiskPortfolios_2.1.7.tar.gz
Windows binaries: r-devel: RiskPortfolios_2.1.7.zip, r-release: RiskPortfolios_2.1.7.zip, r-oldrel: RiskPortfolios_2.1.7.zip
macOS binaries: r-release (arm64): RiskPortfolios_2.1.7.tgz, r-oldrel (arm64): RiskPortfolios_2.1.7.tgz, r-release (x86_64): RiskPortfolios_2.1.7.tgz, r-oldrel (x86_64): RiskPortfolios_2.1.7.tgz
Old sources: RiskPortfolios archive

Reverse dependencies:

Reverse imports: AssetAllocation

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RiskPortfolios 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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