CRAN/E | parma

parma

Portfolio Allocation and Risk Management Applications

Installation

About

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Citation parma citation info
github.com/alexiosg/parma
Copyright see file COPYRIGHTS

Key Metrics

Version 1.7
R ≥ 2.10
Published 2022-10-27 550 days ago
Needs compilation? yes
License GPL-3
CRAN checks parma results

Downloads

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Last 30 days 325 -38%
Last 90 days 1.470 +24%
Last 365 days 4.715 -20%

Maintainer

Maintainer

Alexios Galanos

alexios@4dscape.com

Authors

Alexios Galanos

aut / cre

Bernhard Pfaff

ctb

Miguel Sousa Lobo

ctb

(SOCP)

Lieven Vandenberghe

ctb

(SOCP)

Stephen Boyd

ctb

(SOCP)

Herve Lebret

ctb

(SOCP)

Material

ChangeLog
Reference manual
Package source

In Views

Finance
Optimization

Vignettes

Portfolio Optimization in parma

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

parma archive

Depends

R ≥ 2.10
methods
nloptr

Imports

slam
Rglpk
quadprog
corpcor
parallel
truncnorm

Suggests

xts
R.rsp