Package: RiskPortfolios
Version: 2.1.1
Date: 2017-02-03
Title: Computation of Risk-Based Portfolios
Authors@R: c(person("David", "Ardia", role = c("aut", "cre"),
                     email = "david.ardia.ch@gmail.com"),
              person("Kris", "Boudt", role = "aut"),
              person("Jean-Philippe", "Gagnon-Fleury", role = "aut"))
Author: David Ardia [aut, cre],
  Kris Boudt [aut],
  Jean-Philippe Gagnon-Fleury [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. (2016) <doi:10.2139/ssrn.2650644> 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
RoxygenNote: 5.0.1
Suggests: testthat
NeedsCompilation: no
Packaged: 2017-02-05 00:55:03 UTC; ardiad
Repository: CRAN
Date/Publication: 2017-02-05 08:41:41
