Package: RiskPortfolios 2.1.8

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>.

Authors:David Ardia [aut, cre, cph, fnd], Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]

RiskPortfolios_2.1.8.tar.gz
RiskPortfolios_2.1.8.zip(r-4.7-any)RiskPortfolios_2.1.8.zip(r-4.6-any)RiskPortfolios_2.1.8.zip(r-4.5-any)
RiskPortfolios_2.1.8.tgz(r-4.6-any)RiskPortfolios_2.1.8.tgz(r-4.5-any)
RiskPortfolios_2.1.8.tar.gz(r-4.7-any)RiskPortfolios_2.1.8.tar.gz(r-4.6-any)
RiskPortfolios_2.1.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
RiskPortfolios/json (API)

# Install 'RiskPortfolios' in R:
install.packages('RiskPortfolios', repos = c('https://ardiad.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ardiad/riskportfolios/issues

Datasets:

On CRAN:

Conda:

covarianceoptimizationportfolioportfolio-optimizationrisk

5.60 score 54 stars 73 scripts 598 downloads 4 exports 2 dependencies

Last updated from:7034c11643. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK114
source / vignettesOK185
linux-releaseOK118
macos-releaseOK86
macos-oldrelOK87
windows-develOK61
windows-releaseOK67
windows-oldrelOK67
wasm-releaseOK97

Exports:covEstimationmeanEstimationoptimalPortfoliosemidevEstimation

Dependencies:nloptrquadprog