Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.
| Version: | 1.5-3 |
| Depends: | R (≥ 2.10), methods, nloptr |
| Imports: | slam, Rglpk, quadprog, corpcor, parallel, truncnorm |
| Suggests: | xts, Rsymphony |
| Published: | 2016-08-25 |
| Author: | Alexios Ghalanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP) |
| Maintainer: | Alexios Ghalanos <alexios at 4dscape.com> |
| License: | GPL-3 |
| Copyright: | see file COPYRIGHTS |
| NeedsCompilation: | yes |
| Citation: | parma citation info |
| Materials: | README ChangeLog |
| In views: | Finance, Optimization |
| CRAN checks: | parma results |
| Reference manual: | parma.pdf |
| Vignettes: |
Portfolio Optimization in parma |
| Package source: | parma_1.5-3.tar.gz |
| Windows binaries: | r-devel: parma_1.5-3.zip, r-release: parma_1.5-3.zip, r-oldrel: parma_1.5-3.zip |
| macOS binaries: | r-release (arm64): parma_1.5-3.tgz, r-oldrel (arm64): parma_1.5-3.tgz, r-release (x86_64): parma_1.5-3.tgz, r-oldrel (x86_64): parma_1.5-3.tgz |
| Old sources: | parma archive |
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