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  [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:
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