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.
- Version2.1.7
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- RiskPortfolios citation info
- Last release05/16/2021
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Team
David Ardia
Kris Boudt
Show author detailsRolesAuthorJean-Philippe Gagnon-Fleury
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- Imports3 packages
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