CRAN/E | R Packages from Bernardo Reckziegel

Bernardo Reckziegel

Author of 3 R packages

Quick info

Bernardo Reckziegel has worked on 3 packages so far. In total, Bernardo Reckziegel has worked with 0 other authors on those packages. A true lone wolf!

Packages overview

epo
ffp
uncorbets

Package details

epo

Enhanced Portfolio Optimization (EPO)

Bernardo Reckziegel

ffp

Fully Flexible Probabilities for Stress Testing and Portfolio Construction

Bernardo Reckziegel

uncorbets

Uncorrelated Bets via Minimum Torsion Algorithm

Bernardo Reckziegel

Colleagues