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PortRisk  

Portfolio Risk Analysis
View on CRAN: Click here


Download and install PortRisk package within the R console
Install from CRAN:
install.packages("PortRisk")

Install from Github:
library("remotes")
install_github("cran/PortRisk")

Install by package version:
library("remotes")
install_version("PortRisk", "1.1.0")



Attach the package and use:
library("PortRisk")
Maintained by
Sourish Das
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-06-07
Latest Update:
Description:
Risk Attribution of a portfolio with Volatility Risk Analysis.
How to cite:
Sourish Das (2014). PortRisk: Portfolio Risk Analysis. R package version 1.1.0, https://cran.r-project.org/web/packages/PortRisk. Accessed 05 Mar. 2026.
Previous versions and publish date:
1.0 (2014-06-07 20:29), 1.1.0 (2015-11-01 18:17)
Other packages that cited PortRisk R package
View PortRisk citation profile
Other R packages that PortRisk depends, imports, suggests or enhances
Complete documentation for PortRisk
Functions, R codes and Examples using the PortRisk R package
Some associated functions: PortRisk-package . SnP500List . SnP500Returns . access . portvol.Bayes . portvol . risk.attrib.Copula . risk.attribution . volatility . 
Some associated R codes: PortRisk-internal.R . access.R . cctr.Bayes.R . cctr.R . mctr.Bayes.R . mctr.R . portvol.Bayes.R . portvol.R . risk.attrib.Copula.R . risk.attribution.R . volatility.R .  Full PortRisk package functions and examples
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