Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.
| Version: |
1.6 |
| Depends: |
R (≥ 2.10), methods, nloptr |
| Imports: |
slam, Rglpk, quadprog, corpcor, parallel, truncnorm |
| Suggests: |
xts, R.rsp |
| Published: |
2022-06-13 |
| 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 |