Inclusion of Attilio Meucci's implementations in ReturnAnalytics
by Manan Shah for R project for statistical computing
The existing PerformanceAnalytics, PortfolioAnalytics and FactorAnalytics packages have included the tools/functions for performance and risk analysis as well as portfolio optimization. More functions related to advanced risk and portfolio management proposed by Attilio Meucci can be added. This proposal focuses on extension of the mentioned packages related to these developments.