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1.4 by Andrey Kostin, 9 years ago
https://www.portfolioeffect.com/
Browse source code at https://github.com/cran/PortfolioEffectEstim
Authors: Andrey Kostin [aut, cre] , Aleksey Zemnitskiy [aut] , Oleg Nechaev [aut]
Documentation: PDF Manual
GPL-3 license
Imports rJava
Depends on methods, PortfolioEffectHFT
System requirements: Java (>= 1.7)
See at CRAN