Package: RiskPortfolios
Version: 2.1.7
Date: 2021-05-16
Title: Computation of Risk-Based Portfolios
Authors@R: c(person("David", "Ardia", role = c("aut", "cre", "cph"),
                     email = "david.ardia.ch@gmail.com", comment = c(ORCID = "0000-0003-2823-782X")),
              person("Kris", "Boudt", role = "aut"),
              person("Jean-Philippe", "Gagnon-Fleury", role = "aut"))
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Imports: MASS, quadprog, nloptr
Description: Collection of functions designed to compute risk-based portfolios as described 
    in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.
License: GPL (>= 2)
BugReports: https://github.com/ArdiaD/RiskPortfolios/issues
URL: https://github.com/ArdiaD/RiskPortfolios
Suggests: testthat
NeedsCompilation: no
Author: David Ardia [aut, cre, cph] (<https://orcid.org/0000-0003-2823-782X>),
  Kris Boudt [aut],
  Jean-Philippe Gagnon-Fleury [aut]
RoxygenNote: 7.1.1
Packaged: 2021-05-16 15:30:11 UTC; ardiad
Repository: CRAN
Date/Publication: 2021-05-16 17:10:05 UTC
Built: R 4.6.0; ; 2026-04-25 21:53:42 UTC; unix
