R: Computes 26 Financial Risk Measures for Any Continuous Distribution

# Computes 26 Financial Risk Measures for Any Continuous Distribution

## Documentation for package ‘Risk’ version 1.0

- DESCRIPTION file

## Help Pages

Risk-package | Computes 26 Financial Risk Measures for Any Continuous Distribution
BKg1 | Bronshtein And Kurelenkova (2009)'s First Risk Measure
BKg2 | Bronshtein And Kurelenkova (2009)'s Second Risk Measure
BKg3 | Bronshtein And Kurelenkova (2009)'s Third Risk Measure
BKg4 | Bronshtein And Kurelenkova (2009)'s Fourth Risk Measure
bvar | Beyond Value At Risk Due To Longin (2001)
epsg | Expected Proportional Shortfall Due To Belzunce et al. (2012)
esg | Expected Shortfall Due To Artzner et al. (1999)
expect | Expectation
expp | Expectiles Due To Newey And Powell (1987)
expvar | An Elementary Risk Measure Due To Ahmadi-Javid (2012)
kappag | Kappa Risk Measure Due To Kaplan And Knowles (2004)
luceg1 | Luce (1980)'s First Risk Measure
luceg2 | Luce (1980)'s Second Risk Measure
luceg3 | Luce (1980)'s Third Risk Measure
luceg4 | Luce (1980)'s Fourth Risk Measure
omegag | Omega Risk Measure Due To Shadwick And Keating (2002)
Risk | Computes 26 Financial Risk Measures for Any Continuous Distribution
saring1 | Sarin (1987)'s First Risk Measure
saring2 | Sarin (1987)'s Second Risk Measure
saring3 | Sarin (1987)'s Third Risk Measure
sortinog | Sortino Ratio Due To Rollinger And Hoffman (2013)
stoneg1 | Stone (1973)'s First Risk Measure
stoneg2 | Stone (1973)'s Second Risk Measure
tcm | Tail Conditional Mean Due To Kou et al. (2013)
varg | Value At Risk
wangg1 | Wang (1998)'s First Risk Measure
wangg2 | Wang (1998)'s Second Risk Measure