CRAN/E | PortRisk

PortRisk

Portfolio Risk Analysis

Installation

About

Risk Attribution of a portfolio with Volatility Risk Analysis.

Key Metrics

Version	1.1.0
R	≥ 3.0.0
Published	2015-11-01 3105 days ago
Needs compilation?	no
License	GPL-2
License	GPL-3
CRAN checks	PortRisk results

Downloads

Yesterday	6 0%
Last 7 days	54 -51%
Last 30 days	263 +13%
Last 90 days	721 -2%
Last 365 days	2.690 -24%

Maintainer

Maintainer

Sourish Das

sourish.das@gmail.com

Authors

Sourish Das	aut / cre
Tamal Kanti Panja	aut

Material

Reference manual
Package source

In Views

Finance

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

PortRisk archive

Depends

R

≥ 3.0.0

Imports

zoo
MCMCpack
tseries
copula
MASS