RM
R. Douglas Martin
3 packages
On CRAN since Apr 2015 (11 years) · last active 4 months ago
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Econometric Tools for Performance and Risk Analysis
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Robust Garch(1,1) Model
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Econometric Tools for Performance and Risk Analysis
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Econometric Tools for Performance and Risk Analysis
Econometric Tools for Performance and Risk Analysis
Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Co-authored Packages
1 package
| Package | Version |
|---|---|
| robustGarch | 0.4.2 |
Contributions
2 packages
| Package | Version |
|---|---|
| PerformanceAnalytics | 2.1.0 |
| PortfolioAnalytics | 2.1.2 |