| Name : R-OCA
| |
| Version : 0.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.7
| Date : 2024-06-14 11:14:27
|
| Group : Development/Libraries/Other
| Source RPM : R-OCA-0.5-lp153.1.7.src.rpm
|
| Size : 0.05 MB
| |
| Packager : (none)
| |
| Summary : Optimal Capital Allocations
|
Description :
Computes optimal capital allocations based on some standard principles
such as Haircut, Overbeck type II and the Covariance Allocation
Principle. It also provides some shortcuts for obtaining the Value at
Risk and the Expectation Shortfall, using both the normal and the
t-student distribution, see Urbina and Guillén
(2014)< doi:10.1016/j.eswa.2014.05.017> and Urbina
(2013)< http://hdl.handle.net/2099.1/19443>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
