RiskPortfolios: Computation of Risk-Based Portfolios in R.

David Ardia Kris Boudt Jean-Philippe Gagnon-Fleury

Published in: J. Open Source Softw. (2017)

Keyphrases

portfolio optimization
risk management
portfolio selection
risk assessment
investment decisions
genetic algorithm
artificial intelligence
decision making
risk measures
real time
real world
image processing
data structure
search algorithm
decision makers
parallel algorithm