PortRisk: Portfolio Risk Analysis

Risk Attribution of a portfolio with Volatility Risk Analysis.

Version: 1.1.0
Depends: R (≥ 3.0.0)
Imports: zoo, MCMCpack, tseries, copula, MASS
Published: 2015-11-01
Author: Sourish Das [aut, cre], Tamal Kanti Panja [aut]
Maintainer: Sourish Das <sourish.das at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: no
In views: Finance
CRAN checks: PortRisk results

Downloads:

Reference manual: PortRisk.pdf
Package source: PortRisk_1.1.0.tar.gz
Windows binaries: r-devel: PortRisk_1.1.0.zip, r-release: PortRisk_1.1.0.zip, r-oldrel: PortRisk_1.1.0.zip
OS X Mavericks binaries: r-release: PortRisk_1.1.0.tgz, r-oldrel: PortRisk_1.1.0.tgz
Old sources: PortRisk archive

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