parma: Portfolio Allocation and Risk Management Applications (original) (raw)
Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.
| Version: | 1.7 |
|---|---|
| Depends: | R (≥ 2.10), methods, nloptr |
| Imports: | slam, Rglpk, quadprog, corpcor, parallel, truncnorm |
| Suggests: | xts, R.rsp |
| Published: | 2022-10-27 |
| DOI: | 10.32614/CRAN.package.parma |
| Author: | Alexios Galanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP) |
| Maintainer: | Alexios Galanos <alexios at 4dscape.com> |
| License: | GPL-3 |
| Copyright: | see file |
| URL: | https://github.com/alexiosg/parma |
| NeedsCompilation: | yes |
| Citation: | parma citation info |
| Materials: | |
| In views: | Finance, Optimization |
| CRAN checks: | parma results |
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