Learn R Programming

riskR (version 1.1)

Risk Management

Description

Computes risk measures from data, as well as performs risk management procedures.

Copy Link

Version

Install

install.packages('riskR')

Monthly Downloads

19

Version

1.1

License

GPL-2

Maintainer

Marcelo Brutti Righi

Last Published

December 9th, 2015

Functions in riskR (1.1)

returns

Real market data for examples
risk.hedge

Computes optimal hedging ratios based on risk measures
riskR-package

\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}riskRRisk Management
risk

Computes risk measures
risk.decision

Decides the best alternative based on risk measures
risk.req

Computes capital requirements based on risk measures
risk.roll

Computes risk measures through rolling scheme
risk.port2

Computes optimal weights of portfolio based on risk measures
risk.port

Computes optimal weights of portfolio based on risk measures