A collection of tools for analyzing significance of Markowitz portfolios.
| Version: | 0.9900.0 |
| Depends: | R (≥ 3.0.2) |
| Imports: | matrixcalc, sandwich, gtools |
| Suggests: | SharpeR, testthat, knitr |
| Published: | 2016-09-17 |
| Author: | Steven E. Pav [aut, cre] |
| Maintainer: | Steven E. Pav <shabbychef at gmail.com> |
| BugReports: | https://github.com/shabbychef/MarkowitzR/issues |
| License: | LGPL-3 |
| URL: | https://github.com/shabbychef/MarkowitzR |
| NeedsCompilation: | no |
| Citation: | MarkowitzR citation info |
| Materials: | README |
| In views: | Finance |
| CRAN checks: | MarkowitzR results |
| Reference manual: | MarkowitzR.pdf |
| Vignettes: |
Asymptotic Distribution of the Markowitz Portfolio Using the MarkowitzR Package |
| Package source: | MarkowitzR_0.9900.0.tar.gz |
| Windows binaries: | r-devel: MarkowitzR_0.9900.0.zip, r-release: MarkowitzR_0.9900.0.zip, r-oldrel: MarkowitzR_0.9900.0.zip |
| OS X El Capitan binaries: | r-release: MarkowitzR_0.9900.0.tgz |
| OS X Mavericks binaries: | r-oldrel: MarkowitzR_0.9900.0.tgz |
| Old sources: | MarkowitzR archive |
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