parma: Portfolio Allocation and Risk Management Applications

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

Version: 1.7
Depends: R (≥ 2.10), methods, nloptr
Imports: slam, Rglpk, quadprog, corpcor, parallel, truncnorm
Suggests: xts, R.rsp
Published: 2022-10-27
DOI: 10.32614/CRAN.package.parma
Author: Alexios Galanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP)
Maintainer: Alexios Galanos <alexios at 4dscape.com>
License: GPL-3
Copyright: see file COPYRIGHTS
URL: https://github.com/alexiosg/parma
NeedsCompilation: yes
Citation: parma citation info
Materials: ChangeLog
In views: Finance, Optimization
CRAN checks: parma results

Documentation:

Reference manual: parma.pdf
Vignettes: Portfolio Optimization in parma

Downloads:

Package source: parma_1.7.tar.gz
Windows binaries: r-devel: parma_1.7.zip, r-release: parma_1.7.zip, r-oldrel: parma_1.7.zip
macOS binaries: r-release (arm64): parma_1.7.tgz, r-oldrel (arm64): parma_1.7.tgz, r-release (x86_64): parma_1.7.tgz, r-oldrel (x86_64): parma_1.7.tgz
Old sources: parma archive

Reverse dependencies:

Reverse suggests: fPortfolio

Linking:

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