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:
CombinePortfolio_0.4.tar.gz
CombinePortfolio_0.4.zip(r-4.5)CombinePortfolio_0.4.zip(r-4.4)CombinePortfolio_0.4.zip(r-4.3)
CombinePortfolio_0.4.tgz(r-4.4-any)CombinePortfolio_0.4.tgz(r-4.3-any)
CombinePortfolio_0.4.tar.gz(r-4.5-noble)CombinePortfolio_0.4.tar.gz(r-4.4-noble)
CombinePortfolio_0.4.tgz(r-4.4-emscripten)CombinePortfolio_0.4.tgz(r-4.3-emscripten)
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 years agofrom:cf5ae69e36. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 14 2024 |
| R-4.5-win | OK | Sep 14 2024 |
| R-4.5-linux | OK | Sep 14 2024 |
| R-4.4-win | OK | Sep 14 2024 |
| R-4.4-mac | OK | Sep 14 2024 |
| R-4.3-win | OK | Sep 14 2024 |
| R-4.3-mac | OK | Sep 14 2024 |
Exports:combination.rulecombination.rule.restriction
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimation of optimal combined portfolios based on an 8-fund rule. | CombinePortfolio-package CombinePortfolio |
| Function for estimating portfolio weights by the 8fund rule | combination.rule |
| Function for estimating portfolio weights of a restricted 8-fund rule | combination.rule.restriction |
