Optimal Capital Allocations

Documentation for package ‘OCA’ version 0.1

OCA-package	Optimal Capital Allocation Principles
cap	Covariance Allocation Principle
dat1	Public data risk no. 1
dat2	Public data risk no. 2
ES	Expected Shortfall
hap	Haircut Allocation Principle
OCA	Optimal Capital Allocation Principles
Overbeck2	Overbeck type II Allocation Principle
Risk	Risk measures suchs as Value at Risk (VaR) and Expected Shortfall (ES) with normal and t-student distributions.
VaR	Value at Risk