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  "Title": "Computes 26 Financial Risk Measures for Any Continuous\nDistribution",
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  "Author": "Saralees Nadarajah, Stephen Chan",
  "Maintainer": "Saralees Nadarajah <mbbsssn2@manchester.ac.uk>",
  "Description": "Computes 26 financial risk measures for any continuous\ndistribution.  The 26 financial risk measures include value at\nrisk, expected shortfall due to Artzner et al. (1999)\n<DOI:10.1007/s10957-011-9968-2>, tail conditional median due to\nKou et al. (2013) <DOI:10.1287/moor.1120.0577>, expectiles due\nto Newey and Powell (1987) <DOI:10.2307/1911031>, beyond value\nat risk due to Longin (2001) <DOI:10.3905/jod.2001.319161>,\nexpected proportional shortfall due to Belzunce et al. (2012)\n<DOI:10.1016/j.insmatheco.2012.05.003>, elementary risk measure\ndue to Ahmadi-Javid (2012) <DOI:10.1007/s10957-011-9968-2>,\nomega due to Shadwick and Keating (2002), sortino ratio due to\nRollinger and Hoffman (2013), kappa due to Kaplan and Knowles\n(2004), Wang (1998)'s <DOI:10.1080/10920277.1998.10595708> risk\nmeasures, Stone (1973)'s <DOI:10.2307/2978638> risk measures,\nLuce (1980)'s <DOI:10.1007/BF00135033> risk measures, Sarin\n(1987)'s <DOI:10.1007/BF00126387> risk measures, Bronshtein and\nKurelenkova (2009)'s risk measures.",
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