PCRA (Q71464)

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Companion to Portfolio Construction and Risk Analysis
Language Label Description Also known as
English
PCRA
Companion to Portfolio Construction and Risk Analysis

    Statements

    instance of
    R package
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    programmed in
    R
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    last update
    2 May 2023
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    software version identifier
    1.0
    publication date
    8 March 2023
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    1.1
    publication date
    2 May 2023
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    author
    Doug Martin
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    Kirk Li
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    maintained by
    Doug Martin
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    imports
    PerformanceAnalytics
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    PortfolioAnalytics
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    boot
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    methods
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    xts
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    zoo
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    lattice
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    corpcor
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    data.table
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    quadprog
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    RobStatTM
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    robustbase
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    R.cache
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    CRAN project
    PCRA
    0 references
     
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