Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
Discussion
View history
Purge
English
Log in
riskParityPortfolio
(Q98109)
From MaRDI portal
Jump to:
navigation
,
search
Design of Risk Parity Portfolios
Language
Label
Description
Also known as
English
riskParityPortfolio
Design of Risk Parity Portfolios
Statements
instance of
R package
0 references
last update
1 June 2021
0 references
software version identifier
0.2.2
publication date
1 June 2021
0 references
author
Ze Vinicius
0 references
Daniel P. Palomar
0 references
maintained by
Daniel P. Palomar
0 references
copyright license
GNU General Public License, version 3.0
0 references
cites work
SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design
0 references
An Algorithm for Computing Risk Parity Weights
0 references
A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios
0 references
programmed in
R
0 references
imports
alabama
0 references
Matrix
0 references
nloptr
0 references
quadprog
0 references
Rcpp
0 references
MaRDI profile type
MaRDI software profile
0 references
Identifiers
CRAN project
riskParityPortfolio
0 references
Sitelinks
Mathematics
(1 entry)
mardi
Software:98109
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
Concept URI
