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riskParityPortfolio
riskParityPortfolio-package
riskParityPortfolio-package
riskParityPortfolio: Design of Risk Parity Portfolios
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riskParityPortfolio package
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Maintainer: Daniel P. Palomar
License: GPL-3
Last published: 2021-06-01
Useful links
https://github.com/dppalomar/riskParityPortfolio/issues
https://CRAN.R-project.org/package=riskParityPortfolio
https://github.com/dppalomar/riskParityPortfolio
https://www.danielppalomar.com
https://doi.org/10.1109/TSP.2015.2452219