parma: Portfolio Allocation and Risk Management Applications

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Version: 1.5-3
Depends: R (≥ 2.10), methods, nloptr
Imports: slam, Rglpk, quadprog, corpcor, parallel, truncnorm
Suggests: xts, Rsymphony
Published: 2016-08-25
Author: Alexios Ghalanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
Maintainer: Alexios Ghalanos <alexios at>
License: GPL-3
Copyright: see file COPYRIGHTS
NeedsCompilation: yes
Citation: parma citation info
Materials: README ChangeLog
In views: Finance, Optimization
CRAN checks: parma results


Reference manual: parma.pdf
Vignettes: Portfolio Optimization in parma
Package source: parma_1.5-3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: parma_1.5-3.tgz, r-oldrel: parma_1.5-3.tgz
Old sources: parma archive


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