PortRisk: Portfolio Risk Analysis

Risk Attribution of a portfolio with Volatility Risk Analysis.

Version: 1.0
Depends: zoo, R (≥ 3.0.2)
Published: 2014-06-07
Author: Tamal Kanti Panja, Sourish Das, Rajeswaran Viswanathan.
Maintainer: Tamal Kanti Panja <tamal.tkp at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: PortRisk results

Downloads:

Reference manual: PortRisk.pdf
Package source: PortRisk_1.0.tar.gz
Windows binaries: r-devel: PortRisk_1.0.zip, r-release: PortRisk_1.0.zip, r-oldrel: PortRisk_1.0.zip
OS X Snow Leopard binaries: r-release: PortRisk_1.0.tgz, r-oldrel: PortRisk_1.0.tgz
OS X Mavericks binaries: r-release: PortRisk_1.0.tgz