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uncorbets  

Uncorrelated Bets via Minimum Torsion Algorithm
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("uncorbets", "0.1.2")



Attach the package and use:
library("uncorbets")
Maintained by
Bernardo Reckziegel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-12
Latest Update: 2021-09-24
Description:
Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
How to cite:
Bernardo Reckziegel (2021). uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm. R package version 0.1.2, https://cran.r-project.org/web/packages/uncorbets. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2021-07-12 09:30), 0.1.1 (2021-09-24 06:30)
Other packages that cited uncorbets R package
View uncorbets citation profile
Other R packages that uncorbets depends, imports, suggests or enhances
Complete documentation for uncorbets
Functions, R codes and Examples using the uncorbets R package
Some associated functions: effective_bets . is_col_named . is_quadratic . max_effective_bets . sqrtm . torsion . 
Some associated R codes: effective_bets.R . max_effective_bets.R . torsion.R . utils.R .  Full uncorbets package functions and examples
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