riskParityPortfolio:风险平价投资组合设计-源码

上传者: 42161450 | 上传时间: 2021-08-25 15:49:35 | 文件大小: 18.19MB | 文件类型: ZIP
riskParityPortfolio riskParityPortfolio提供了用于设计风险平价投资组合的工具。 在最简单的形式中,我们考虑了提出的具有唯一解决方案的凸公式,并使用了受启发的循环方法。 对于通常是非凸的更一般的公式,我们采用提出的逐次凸逼近方法。 最新的RiskParityPortfolio稳定版本可从。 可以从获取RiskParityPortfolio的最新开发版本。 在此处查看文档: https : //mirca.github.io/riskParityPortfolio 。 安装 要从CRAN安装最新稳定版本的riskParityPortfolio ,请在R中运行以下命令: > install.packages( " riskParityPortfolio " ) 要从GitHub安装开发版本的riskParityPortfolio ,请在R中运

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