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: 2.1.2
Imports: MASS, quadprog, nloptr
Suggests: testthat
Published: 2018-08-30
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
In views: Finance
CRAN checks: RiskPortfolios results


Reference manual: RiskPortfolios.pdf
Package source: RiskPortfolios_2.1.2.tar.gz
Windows binaries: r-devel: RiskPortfolios_2.1.2.zip, r-release: RiskPortfolios_2.1.2.zip, r-oldrel: RiskPortfolios_2.1.2.zip
OS X binaries: r-release: RiskPortfolios_2.1.2.tgz, r-oldrel: RiskPortfolios_2.1.2.tgz
Old sources: RiskPortfolios archive


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