Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2016) <doi:10.2139/ssrn.2650644> and Ardia et al. (2017) <doi:10.21105/joss.00171>.
| Version: | 2.1.1 |
| Imports: | MASS, quadprog, nloptr |
| Suggests: | testthat |
| Published: | 2017-02-05 |
| Author: | David Ardia [aut, cre], 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 |
| CRAN checks: | RiskPortfolios results |
| Reference manual: | RiskPortfolios.pdf |
| Package source: | RiskPortfolios_2.1.1.tar.gz |
| Windows binaries: | r-devel: RiskPortfolios_2.1.1.zip, r-release: RiskPortfolios_2.1.1.zip, r-oldrel: RiskPortfolios_2.1.1.zip |
| OS X El Capitan binaries: | r-release: RiskPortfolios_2.1.1.tgz |
| OS X Mavericks binaries: | r-oldrel: RiskPortfolios_2.1.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=RiskPortfolios to link to this page.