RiskPortfolios2.1.7 package

Computation of Risk-Based Portfolios

covEstimation

Covariance matrix estimation

meanEstimation

Estimation of mean returns

optimalPortfolio

Optimal portfolio

RiskPortfolios

RiskPortfolios: Computation of risk-based portfolios in R

semidevEstimation

Estimation of the semideviation

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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>.

  • Maintainer: David Ardia
  • License: GPL (>= 2)
  • Last published: 2021-05-16

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