Computes 26 Financial Risk Measures for Any Continuous Distribution

Documentation for package ‘Risk’ version 1.0

Risk-package	Computes 26 Financial Risk Measures for Any Continuous Distribution
BKg1	Bronshtein And Kurelenkova (2009)'s First Risk Measure
BKg2	Bronshtein And Kurelenkova (2009)'s Second Risk Measure
BKg3	Bronshtein And Kurelenkova (2009)'s Third Risk Measure
BKg4	Bronshtein And Kurelenkova (2009)'s Fourth Risk Measure
bvar	Beyond Value At Risk Due To Longin (2001)
epsg	Expected Proportional Shortfall Due To Belzunce et al. (2012)
esg	Expected Shortfall Due To Artzner et al. (1999)
expect	Expectation
expp	Expectiles Due To Newey And Powell (1987)
expvar	An Elementary Risk Measure Due To Ahmadi-Javid (2012)
kappag	Kappa Risk Measure Due To Kaplan And Knowles (2004)
luceg1	Luce (1980)'s First Risk Measure
luceg2	Luce (1980)'s Second Risk Measure
luceg3	Luce (1980)'s Third Risk Measure
luceg4	Luce (1980)'s Fourth Risk Measure
omegag	Omega Risk Measure Due To Shadwick And Keating (2002)
Risk	Computes 26 Financial Risk Measures for Any Continuous Distribution
saring1	Sarin (1987)'s First Risk Measure
saring2	Sarin (1987)'s Second Risk Measure
saring3	Sarin (1987)'s Third Risk Measure
sortinog	Sortino Ratio Due To Rollinger And Hoffman (2013)
stoneg1	Stone (1973)'s First Risk Measure
stoneg2	Stone (1973)'s Second Risk Measure
tcm	Tail Conditional Mean Due To Kou et al. (2013)
varg	Value At Risk
wangg1	Wang (1998)'s First Risk Measure
wangg2	Wang (1998)'s Second Risk Measure