cvar_portfolio_optim

GustavoAlovisi

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

finance

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18 Stars

4 Forks

18 Watchers

R Language

Cost to Build

$574

Market Value

$605

How is this calculated?

Growth over time

7 data points · 2021-08-01 → 2023-07-01

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What is the GustavoAlovisi/cvar_portfolio_optim GitHub project? Description: "ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project. ". Written in R. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone cvar_portfolio_optim

Clone via HTTPS

git clone https://github.com/GustavoAlovisi/cvar_portfolio_optim.git

Clone via SSH

[email protected]:GustavoAlovisi/cvar_portfolio_optim.git

Download ZIP

Download master.zip

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