RiskPortfolios: Computation of Risk-Based Portfolios in R
Author:
Publisher
The Open Journal
Link
http://www.theoj.org/joss-papers/joss.00171/10.21105.joss.00171.pdf
Reference9 articles.
1. Toward Maximum Diversification
2. Properties of the most diversified portfolio
3. Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta Description
4. The Properties of Equally Weighted Risk Contribution Portfolios
5. R: A Language and Environment for Statistical Computing, R Core Team, R Foundation for Statistical Computing, Vienna, Austria, 2016, http://www.R-project.org/
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