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 4dscape.com> |
| License: |
GPL-3 |
| Copyright: |
see file COPYRIGHTS |
| NeedsCompilation: |
no |
| Citation: |
parma citation info |
| Materials: |
README ChangeLog |
| In views: |
Finance, Optimization |
| CRAN checks: |
parma results |