RiskPortfolios (Q40875)
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Computation of Risk-Based Portfolios
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | RiskPortfolios |
Computation of Risk-Based Portfolios |
Statements
expanded from: GPL (≥ 2) (English)
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Kris Boudt
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Jean-philippe Gagnon-fleury
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Jean-Philippe Gagnon-Fleury
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21 August 2026
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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>.
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