Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2016) and Ardia et al. (2017) .

Documentation

Manual: RiskPortfolios.pdf
Vignette: None available.

Maintainer: David Ardia <david.ardia.ch at gmail.com>

Author(s): David Ardia*, Kris Boudt*, Jean-Philippe Gagnon-Fleury*

Install package and any missing dependencies by running this line in your R console:

install.packages("RiskPortfolios")

Depends
Imports MASS, quadprog, nloptr
Suggests testthat
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Package RiskPortfolios
Materials
URL https://github.com/ArdiaD/RiskPortfolios
Task Views
Version 2.1.1
Published 2017-02-05
License GPL (>= 2)
BugReports https://github.com/ArdiaD/RiskPortfolios/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks RiskPortfolios check results
Package source RiskPortfolios_2.1.1.tar.gz