RiskPortfolios: Computation of Risk-Based Portfolios

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>.

Version: 2.1.7
Imports: MASS, quadprog, nloptr
Suggests: testthat
Published: 2021-05-16
DOI: 10.32614/CRAN.package.RiskPortfolios
Author: David Ardia ORCID iD [aut, cre, cph], Kris Boudt [aut], Jean-Philippe Gagnon-Fleury [aut]
Maintainer: David Ardia <david.ardia.ch at gmail.com>
BugReports: https://github.com/ArdiaD/RiskPortfolios/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: https://github.com/ArdiaD/RiskPortfolios
NeedsCompilation: no
Citation: RiskPortfolios citation info
Materials: README NEWS
In views: Finance
CRAN checks: RiskPortfolios results


Reference manual: RiskPortfolios.pdf


Package source: RiskPortfolios_2.1.7.tar.gz
Windows binaries: r-devel: RiskPortfolios_2.1.7.zip, r-release: RiskPortfolios_2.1.7.zip, r-oldrel: RiskPortfolios_2.1.7.zip
macOS binaries: r-release (arm64): RiskPortfolios_2.1.7.tgz, r-oldrel (arm64): RiskPortfolios_2.1.7.tgz, r-release (x86_64): RiskPortfolios_2.1.7.tgz, r-oldrel (x86_64): RiskPortfolios_2.1.7.tgz
Old sources: RiskPortfolios archive

Reverse dependencies:

Reverse imports: AssetAllocation


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