parma: Portfolio Allocation and Risk Management Applications

Methods for Portfolio Optimization and Risk Management.

Version: 1.5-2
Depends: R (≥ 2.10), methods, nloptr
Imports: slam, Rglpk, quadprog, FRAPO, corpcor, parallel, stats, utils, truncnorm
Suggests: xts, Rsymphony
Published: 2015-07-03
Author: Alexios Ghalanos and Bernhard Pfaff
Maintainer: Alexios Ghalanos <alexios at>
License: GPL-3
Copyright: see file COPYRIGHTS
NeedsCompilation: no
Citation: parma citation info
Materials: README ChangeLog
In views: Finance
CRAN checks: parma results


Reference manual: parma.pdf
Vignettes: Portfolio Optimization in parma
Package source: parma_1.5-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: parma_1.5-2.tgz, r-oldrel: parma_1.5-1.tgz
OS X Mavericks binaries: r-release: parma_1.5-2.tgz
Old sources: parma archive