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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 |
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 |
Reference manual: | RiskPortfolios.pdf |
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 imports: | AssetAllocation |
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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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