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-any)CombinePortfolio_0.4.zip(r-4.6-any)CombinePortfolio_0.4.zip(r-4.5-any)
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✨
DESCRIPTION
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 255 downloads 2 exports 0 dependencies

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

TargetResultTimeFilesSyslog
linux-develOK111
source / vignettesOK221
linux-releaseOK108
macos-releaseOK127
macos-oldrelOK159
windows-develOK64
windows-releaseOK58
windows-oldrelOK59
wasm-releaseOK91

Exports:combination.rulecombination.rule.restriction

Dependencies: