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parma (version 1.7)

Portfolio Allocation and Risk Management Applications

Description

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

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Version

Install

install.packages('parma')

Monthly Downloads

320

Version

1.7

License

GPL-3

Issues

1

Pull Requests

0

Stars

4

Forks

1

Maintainer

Alexios Ghalanos

Last Published

October 27th, 2022

Functions in parma (1.7)

etfdata

15 Exchange Traded Funds (ETFs)
parmaspec-methods

Portfolio Allocation Model Specification
parmautility-methods

Utility Based Optimization
Socp

Second-order Cone Programming
parmafrontier-methods

Efficient Frontier Generator
parmasolve-methods

Portfolio Allocation Model Solver
SocpControl

Control Variables for Socp
parma-package

The parma package
parmaPort-class

Class "parmaPort"
riskfun

Portfolio Risk Measures
parmaSpec-class

Class "parmaSpec"
constraints

NLP custom constraint functions
cmaes

The Covariance Matrix Adaptation Evolution Strategy (cmaes) Solver
SocpPhase2

SOCP: Initialising objective variable z in dual form
SocpPhase1

SOCP: Initialising objective variable x in primal form