Package: CombinePortfolio 0.4

CombinePortfolio: Estimation of Optimal Portfolio Weights by Combining Simple Portfolio Strategies

Estimation of optimal portfolio weights as combination of simple portfolio strategies, like the tangency, global minimum variance (GMV) or naive (1/N) portfolio. It is based on a utility maximizing 8-fund rule. Popular special cases like the Kan-Zhou(2007) 2-fund and 3-fund rule or the Tu-Zhou(2011) estimator are nested.

Authors:Florian Ziel

CombinePortfolio_0.4.tar.gz
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CombinePortfolio_0.4.tgz(r-4.5-any)CombinePortfolio_0.4.tgz(r-4.4-any)CombinePortfolio_0.4.tgz(r-4.3-any)
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CombinePortfolio.pdf |CombinePortfolio.html✨
CombinePortfolio/json (API)

# Install 'CombinePortfolio' in R:
install.packages('CombinePortfolio', repos = c('https://flziel.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 3 scripts 212 downloads 2 exports 0 dependencies

Last updated 6 years agofrom:cf5ae69e36. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 13 2025
R-4.5-winOKMar 13 2025
R-4.5-macOKMar 13 2025
R-4.5-linuxOKMar 13 2025
R-4.4-winOKMar 13 2025
R-4.4-macOKMar 13 2025
R-4.4-linuxOKMar 13 2025
R-4.3-winOKMar 13 2025
R-4.3-macOKMar 13 2025

Exports:combination.rulecombination.rule.restriction

Dependencies: