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  1. FFP FFP Public

    Fully Flexible Probabilities for Stress-Testing and Portfolio Construction

    R 14 3

  2. epo epo Public

    Enhanced Portfolio Optimization (EPO)

    R 10 3

  3. uncorbets uncorbets Public

    Diversification Distribution via Minimum Torsion Bets

    R 7

  4. nefin nefin Public

    NEFIN datasets in R

    R

  5. CMA CMA Public

    Copula Marginal Algorithm

    R

  6. aqrr aqrr Public

    AQR Asset Management datasets in R

    R 2 1