The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
To cite 'RiskPortfolios' in publications use:
Ardia D, Boudt K, Gagnon-Fleury J (2017). “RiskPortfolios: Computation of risk-based portfolios in R.” Journal of Open Source Software, 10(2). doi:10.21105/joss.00171.
Ardia D, Bolliger G, Boudt K, Gagnon-Fleury J (2017). “The impact of covariance misspecification in risk-based portfolios.” Annals of Operations Research, 254(1-2), 1-16. doi:10.1007/s10479-017-2474-7.
Corresponding BibTeX entries:
@Article{,
title = {{RiskPortfolios}: {C}omputation of risk-based portfolios
in {R}},
author = {David Ardia and Kris Boudt and Jean-Philippe
Gagnon-Fleury},
journal = {Journal of Open Source Software},
year = {2017},
volume = {10},
number = {2},
doi = {10.21105/joss.00171},
}
@Article{,
title = {The impact of covariance misspecification in risk-based
portfolios},
author = {David Ardia and Guido Bolliger and Kris Boudt and
Jean-Philippe Gagnon-Fleury},
year = {2017},
journal = {Annals of Operations Research},
volume = {254},
number = {1-2},
pages = {1-16},
doi = {10.1007/s10479-017-2474-7},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.