CRAN/E | RiskPortfolios

RiskPortfolios

Computation of Risk-Based Portfolios

Installation

About

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.

Citation RiskPortfolios citation info
github.com/ArdiaD/RiskPortfolios
Copyright see file COPYRIGHTS
Bug report File report

Key Metrics

Version 2.1.7
Published 2021-05-16 1084 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks RiskPortfolios results

Downloads

Yesterday 21 0%
Last 7 days 102 -42%
Last 30 days 530 -11%
Last 90 days 1.631 -4%
Last 365 days 6.296 -13%

Maintainer

Maintainer

David Ardia

david.ardia.ch@gmail.com

Authors

David Ardia

aut / cre / cph

Kris Boudt

aut

Jean-Philippe Gagnon-Fleury

aut

Material

README
NEWS
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

RiskPortfolios archive

Imports

MASS
quadprog
nloptr

Suggests

testthat

Reverse Imports

AssetAllocation
HierPortfolios