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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 25 Jun. 2026.
Previous versions and publish date:
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
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