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PortRisk (version 1.1.0)
Portfolio Risk Analysis
Description
Risk Attribution of a portfolio with Volatility Risk Analysis.
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Version
Version
1.1.0
1.0
Install
install.packages('PortRisk')
Monthly Downloads
217
Version
1.1.0
License
GPL-2 | GPL-3
Maintainer
Sourish Das
Last Published
November 1st, 2015
Functions in PortRisk (1.1.0)
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portvol.Bayes, mctr.Bayes, cctr.Bayes
Portfolio Volatility and Contribution to Total Volatility Risk (MCTR & CCTR): Bayesian Approach
access
Access Daily Stock Returns by Dates
SnP500Returns
Daily Returns of S&P500 Stocks in 2013
portvol, mctr, cctr
Portfolio Volatility and Contribution to Total Volatility Risk (MCTR & CCTR)
PortRisk-package
Portfolio Risk Analysis
SnP500List
List of S&P500 Stocks in 2013
volatility
Individual Volatility of Stock(s)
risk.attrib.Copula
Risk Attribution of a Portfolio with t-Copula
risk.attribution
Risk Attribution of a Portfolio