Other packages > Find by keyword >

RiskPortfolios  

Computation of Risk-Based Portfolios
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("RiskPortfolios", "2.1.7")



Attach the package and use:
library("RiskPortfolios")
Maintained by
David Ardia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-02-05
Latest Update: 2021-05-16
Description:
Collection of functions designed to compute risk-based portfolios as described in Ardia et al. (2017) and Ardia et al. (2017) .
How to cite:
David Ardia (2017). RiskPortfolios: Computation of Risk-Based Portfolios. R package version 2.1.7, https://cran.r-project.org/web/packages/RiskPortfolios. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:23), 2.1.1 (2017-02-05 08:41), 2.1.2 (2018-08-30 17:40), 2.1.3 (2020-04-19 09:10), 2.1.4 (2020-04-20 23:50), 2.1.5 (2021-04-22 02:00)
Other packages that cited RiskPortfolios R package
View RiskPortfolios citation profile
Other R packages that RiskPortfolios depends, imports, suggests or enhances
Complete documentation for RiskPortfolios
Functions, R codes and Examples using the RiskPortfolios R package
Some associated functions: Industry_10 . RiskPortfolios . covEstimation . meanEstimation . optimalPortfolio . semidevEstimation . 
Some associated R codes: Industry_10.R . RiskPortfolios.R . covEstimation.R . meanEstimation.R . optimalPortfolio.R . semidevEstimation.R .  Full RiskPortfolios package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SAMBA  
Selection and Misclassification Bias Adjustment for Logistic Regression Models
Health research using data from electronic health records (EHR) has gained popularity, but miscla ...
Download / Learn more Package Citations See dependency  
RRedshiftSQL  
R Interface to the 'Redshift' Database
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency  
TMDb  
Access to TMDb API
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
lsmeans  
Least-Squares Means
Obtain least-squares means for linear, generalized linear, and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA