uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm

Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.

Version: 0.1.2
Depends: R (≥ 2.10)
Imports: assertthat (≥ 0.2.1), NlcOptim (≥ 0.6), stats
Suggests: spelling, covr, testthat (≥ 3.0.10)
Published: 2024-02-20
Author: Bernardo Reckziegel [aut, cre]
Maintainer: Bernardo Reckziegel <bernardo_cse at hotmail.com>
BugReports: https://github.com/Reckziegel/uncorbets/issues
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/uncorbets, https://reckziegel.github.io/uncorbets/
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: uncorbets results


Reference manual: uncorbets.pdf


Package source: uncorbets_0.1.2.tar.gz
Windows binaries: r-devel: uncorbets_0.1.2.zip, r-release: uncorbets_0.1.2.zip, r-oldrel: uncorbets_0.1.2.zip
macOS binaries: r-release (arm64): uncorbets_0.1.2.tgz, r-oldrel (arm64): uncorbets_0.1.2.tgz, r-release (x86_64): uncorbets_0.1.2.tgz
Old sources: uncorbets archive


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