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RiskPortfolios

Computation of Risk-Based Portfolios

Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.

Versions across snapshots

VersionRepositoryFileSize
2.1.7 rolling linux/jammy R-4.5 RiskPortfolios_2.1.7.tar.gz 95.2 KiB
2.1.7 rolling linux/noble R-4.5 RiskPortfolios_2.1.7.tar.gz 95.2 KiB
2.1.7 rolling source/ R- RiskPortfolios_2.1.7.tar.gz 52.1 KiB
2.1.7 latest linux/jammy R-4.5 RiskPortfolios_2.1.7.tar.gz 95.2 KiB
2.1.7 latest linux/noble R-4.5 RiskPortfolios_2.1.7.tar.gz 95.2 KiB
2.1.7 latest source/ R- RiskPortfolios_2.1.7.tar.gz 52.1 KiB
2.1.7 2026-04-26 source/ R- RiskPortfolios_2.1.7.tar.gz 52.1 KiB
2.1.7 2026-04-23 source/ R- RiskPortfolios_2.1.7.tar.gz 52.1 KiB
2.1.7 2026-04-09 windows/windows R-4.5 RiskPortfolios_2.1.7.zip 98.7 KiB
2.1.7 2025-04-20 source/ R- RiskPortfolios_2.1.7.tar.gz 52.1 KiB

Dependencies (latest)

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