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
CombinePortfolio_0.4.zip(r-4.7)CombinePortfolio_0.4.zip(r-4.6)CombinePortfolio_0.4.zip(r-4.5)
CombinePortfolio_0.4.tgz(r-4.6-any)CombinePortfolio_0.4.tgz(r-4.5-any)
CombinePortfolio_0.4.tar.gz(r-4.7-any)CombinePortfolio_0.4.tar.gz(r-4.6-any)
CombinePortfolio_0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 133 downloads 2 exports 0 dependencies

Last updated from:cf5ae69e36. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK104
source / vignettesOK124
linux-release-x86_64OK96
macos-release-arm64OK142
macos-oldrel-arm64OK124
windows-develOK71
windows-releaseOK101
windows-oldrelOK65
wasm-releaseOK86

Exports:combination.rulecombination.rule.restriction

Dependencies: