uncorbets
Uncorrelated Bets via Minimum Torsion Algorithm
Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
- Version0.1.2
- R version≥ 2.10
- LicenseMIT
- Needs compilation?No
- Languageen-US
- Last release02/20/2024
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Bernardo Reckziegel
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- Imports2 packages
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