Risk Attribution of a portfolio with Volatility Risk Analysis.

Documentation

Manual: PortRisk.pdf
Vignette: None available.

Maintainer: Sourish Das <sourish.das at gmail.com>

Author(s): Sourish Das*, Tamal Kanti Panja*

Install package and any missing dependencies by running this line in your R console:

install.packages("PortRisk")

Depends R (>= 3.0.0)
Imports zoo, MCMCpack, tseries, copula, MASS
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Package PortRisk
Materials
URL
Task Views Finance
Version 1.1.0
Published 2015-11-01
License GPL-2 | GPL-3
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NeedsCompilation no
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Package source PortRisk_1.1.0.tar.gz