RiskPortfolios/DESCRIPTION at master · ArdiaD/RiskPortfolios · GitHub

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Package: RiskPortfolios
Version: 2.1.8
Date: 2026-08-19
Title: Computation of Risk-Based Portfolios
Authors@R: c(person("David", "Ardia", role = c("aut", "cre", "cph", "fnd"),
                     email = "david.ardia.ch@gmail.com", comment = c(ORCID = "0000-0003-2823-782X")),
              person("Kris", "Boudt", role = "aut"),
              person("Jean-Philippe", "Gagnon-Fleury", role = "aut"))
Maintainer: David Ardia <david.ardia.ch@gmail.com>
Imports: quadprog, nloptr (>= 2.0.0), stats
Description: Collection of functions designed to compute risk-based portfolios as described
    in Ardia et al. (2017) <doi:10.1007/s10479-017-2474-7> and Ardia et al. (2017) <doi:10.21105/joss.00171>.
License: GPL (>= 2)
Encoding: UTF-8
Language: en-US
BugReports: https://github.com/ArdiaD/RiskPortfolios/issues
URL: https://github.com/ArdiaD/RiskPortfolios
Suggests: testthat
NeedsCompilation: no
Author: David Ardia [aut, cre, cph, fnd] (ORCID:
    <https://orcid.org/0000-0003-2823-782X>),
  Kris Boudt [aut],
  Jean-Philippe Gagnon-Fleury [aut]
Config/roxygen2/version: 8.1.0