Registered  Software
  The software we make available is an innovative software written in R, able to calculate a portfolio liquidation strategy in default or crisis situations, based on a set of predefined scenarios, independently of the information flow over sales process (and therefore static). It uses as a strategy-selection criterion to minimize certain risk measures. Based on the doctoral thesis of Felipe A. Macias under the supervision of Jorge P. Zubelli, approved in 2014. Among its features are:





For further information and download, e-mail us at lamca@impa.br








 



          Contact : Estrada Dona Castorina nš 110 room 105 - Tel. (55)-21-2529-5057 - lamca@impa.br.


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