mfrdixon/RiskDecomposition
R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188
R
R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188
R