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sci-CRAN/riskParityPortfolio

Design of Risk Parity Portfolios

Screenshots

  • riskParityPortfolio-0.2.2
    ~amd64
    r_suggests_ggplot2 r_suggests_knitr r_suggests_numderiv r_suggests_portfoliobacktest r_suggests_prettydoc r_suggests_r_rsp r_suggests_rmarkdown r_suggests_testthat r_suggests_viridislite byte-compile

    View      Download      Browse     License: GPL-3   
    Overlay: R_Overlay

Runtime Dependencies

riskParityPortfolio-0.2.2

sci-CRAN/alabama
virtual/Matrix
sci-CRAN/quadprog
sci-CRAN/nloptr
sci-CRAN/Rcpp
sci-CRAN/Rcpp
sci-CRAN/RcppEigen

r_suggests_ggplot2?
      ( sci-CRAN/ggplot2 )

r_suggests_knitr?
      ( sci-CRAN/knitr )

r_suggests_numderiv?
      ( sci-CRAN/numDeriv )

r_suggests_portfoliobacktest?
      ( sci-CRAN/portfolioBacktest )

r_suggests_prettydoc?
      ( sci-CRAN/prettydoc )

r_suggests_r_rsp?
      ( sci-CRAN/R_rsp )

r_suggests_rmarkdown?
      ( sci-CRAN/rmarkdown )

r_suggests_testthat?
      ( sci-CRAN/testthat )

r_suggests_viridislite?
      ( sci-CRAN/viridisLite )

dev-lang/R:=