Package: RiskPortfolios 2.1.7

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], Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]

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

On CRAN:

covarianceoptimizationportfolioportfolio-optimizationrisk

4 exports 50 stars 3.17 score 3 dependencies 1 dependents 29 scripts 402 downloads

Last updated 3 years agofrom:9a8b3bda32. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:covEstimationmeanEstimationoptimalPortfoliosemidevEstimation

Dependencies:MASSnloptrquadprog