CRAN/E | MarkowitzR

MarkowitzR

Statistical Significance of the Markowitz Portfolio

Installation

About

A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, .

Citation MarkowitzR citation info
github.com/shabbychef/MarkowitzR
Bug report File report

Key Metrics

Version 1.0.3
R ≥ 3.0.2
Published 2023-08-21 243 days ago
Needs compilation? no
License LGPL-3
CRAN checks MarkowitzR results

Downloads

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Maintainer

Maintainer

Steven E. Pav

shabbychef@gmail.com

Authors

Steven E. Pav

aut / cre

Material

README
ChangeLog
Reference manual
Package source

In Views

Finance

Vignettes

Asymptotic Distribution of the Markowitz Portfolio
Using the MarkowitzR Package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MarkowitzR archive

Depends

R ≥ 3.0.2

Imports

matrixcalc
gtools

Suggests

sandwich
SharpeR
testthat
formatR
knitr