Portfolio Risk Analysis

Risk Attribution of a portfolio with Volatility Risk Analysis.


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Reference manual

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install.packages("PortRisk")

1.1.0 by Sourish Das, 3 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