NEWS
RiskPortfolios 2.1.7 (2021-05-16)
RiskPortfolios 2.1.6
RiskPortfolios 2.1.5 (2021-04-21)
- Update references
- DOI fixed
RiskPortfolios 2.1.4 (2020-04-20)
- Fix description and citation
RiskPortfolios 2.1.3 (2020-04-19)
- Fix description and citation
RiskPortfolios 2.1.2 (2018-08-30)
- References updated
- Gradient added
- Max decorrelation portfolio added
RiskPortfolios 2.1.0
- CRAN release
- documentation updated
- THANKS file added
RiskPortfolios 2.00.11
- Documentation improved and finalized
RiskPortfolios 2.00.10
- LB and UB added properly
- doc modified
RiskPortfolios 2.00.09
- dataset added
- doc RiskPortfolios added
RiskPortfolios 2.00.08
- tests added
- doc fixed
- positivity fixed
RiskPortfolios 2.00.07
- Roxygen documentation
- testthat added
RiskPortfolios 2.00.06
RiskPortfolios 2.00.05
- update informations and references
RiskPortfolios 2.00.04
- serveral error fixes
- new Imports instead of Depends
RiskPortfolios 2.00.03
- erc initialized at 1/sigma normlized
RiskPortfolios 2.00.02
- w0 starting value can now be passed in controls
- references updated
RiskPortfolios 2.00.01
- Renaming of the package with emphasis of risk-based portfolios
- Added inverse volatility portfolio
RiskPortfolios 1.02.02
- DESCRIPTION file adapted to new standard
RiskPortfolios 1.02.01
- major revision of the package
RiskPortfolios 1.01.02
- bug fixd thanks to Samo Pahor
RiskPortfolios 1.01.01
- package's name
- package's version
RiskPortfolios 1-00.01