RiskKit_PortfolioOptimization - UNDER DEVELOPMENT
This module aims to function as a tool to examine portfolio risk and return. As of today, the following functions are available:
- Drawdown
- Fama-French DataSet
- Return calculation
- Semideviation
- Skewness
- Kurtosis
- Normality – Jarque-Bera
- VaR Historic
- CVar Historic
- VaR Gaussian