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\title{Portfolio Optimization in \textbf{parma}\\
(Version 1.5-0)}
\author{Alexios Ghalanos}
\date{\today}
\maketitle
\begin{abstract}
The \textbf{p}ortfolio \textbf{a}llocation and \textbf{r}isk \textbf{m}anagement
\textbf{a}pplications (\textbf{parma}) package provides a set of models and
methods for use in the allocation and management of capital in financial portfolios.
It uniquely represents certain discontinuous problems using their smooth approximation
counterparts and implements fractional based programming for the direct optimization
of risk-to-reward ratios. This paper forms an introduction to the models and methods.
\end{abstract}
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