Portfolio Risk Analysis

Risk Attribution of a portfolio with Volatility Risk Analysis.


Reference manual

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1.1.0 by Sourish Das, 6 years ago

Browse source code at https://github.com/cran/PortRisk

Authors: Sourish Das [aut, cre] , Tamal Kanti Panja [aut]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL-2 | GPL-3 license

Imports zoo, MCMCpack, tseries, copula, MASS

See at CRAN