Risk Attribution of a portfolio with Volatility Risk Analysis.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.0.0) |
| Imports: | zoo, MCMCpack, tseries, copula, MASS |
| Published: | 2015-11-01 |
| DOI: | 10.32614/CRAN.package.PortRisk |
| Author: | Sourish Das [aut, cre], Tamal Kanti Panja [aut] |
| Maintainer: | Sourish Das <sourish.das at gmail.com> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | PortRisk results |
| Reference manual: | PortRisk.pdf |
| Package source: | PortRisk_1.1.0.tar.gz |
| Windows binaries: | r-devel: PortRisk_1.1.0.zip, r-release: PortRisk_1.1.0.zip, r-oldrel: PortRisk_1.1.0.zip |
| macOS binaries: | r-release (arm64): PortRisk_1.1.0.tgz, r-oldrel (arm64): PortRisk_1.1.0.tgz, r-release (x86_64): PortRisk_1.1.0.tgz, r-oldrel (x86_64): PortRisk_1.1.0.tgz |
| Old sources: | PortRisk archive |
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