Ecosyste.ms: Packages
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juliahub.com : RiskBudgeting
A Julia library for calculating risk budgeting weights.
Registry
-
Source
- Documentation
- JSON
purl: pkg:julia/RiskBudgeting
Keywords: quantitative-trading, quantitative-finance, portfolio-optimization
License: MIT
Latest release: almost 2 years ago
First release: almost 2 years ago
Stars: 4 on GitHub
Forks: 0 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: about 7 hours ago
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