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.

parma: Portfolio Allocation and Risk Management Applications

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Version: 1.7
Depends: R (≥ 2.10), methods, nloptr
Imports: slam, Rglpk, quadprog, corpcor, parallel, truncnorm
Suggests: xts, R.rsp
Published: 2022-10-27
DOI: 10.32614/CRAN.package.parma
Author: Alexios Galanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
Maintainer: Alexios Galanos <alexios at 4dscape.com>
License: GPL-3
Copyright: see file COPYRIGHTS
URL: https://github.com/alexiosg/parma
NeedsCompilation: yes
Citation: parma citation info
Materials: ChangeLog
In views: Finance, Optimization
CRAN checks: parma results

Documentation:

Reference manual: parma.pdf
Vignettes: Portfolio Optimization in parma

Downloads:

Package source: parma_1.7.tar.gz
Windows binaries: r-devel: parma_1.7.zip, r-release: parma_1.7.zip, r-oldrel: parma_1.7.zip
macOS binaries: r-release (arm64): parma_1.7.tgz, r-oldrel (arm64): parma_1.7.tgz, r-release (x86_64): parma_1.7.tgz, r-oldrel (x86_64): parma_1.7.tgz
Old sources: parma archive

Reverse dependencies:

Reverse suggests: fPortfolio

Linking:

Please use the canonical form https://CRAN.R-project.org/package=parma to link to this page.

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.