Installation
About
Implements numerical entropy-pooling for portfolio construction and scenario analysis as described in Meucci, Attilio (2008) and Meucci, Attilio (2010) doi:10.2139/ssrn.1696802.
| github.com/Reckziegel/FFP | |
| Bug report | File report |
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Depends
| R | ≥ 2.10 |