Package: CombinePortfolio
Type: Package
Title: Estimation of Optimal Portfolio Weights by Combining Simple
        Portfolio Strategies
Version: 0.4
Date: 2019-02-10
Author: Florian Ziel
Maintainer: Florian Ziel <florian.ziel@uni-due.de>
Description: 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.
Depends: R (>= 3.0.2)
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2026-09-30 08:39:21 UTC; root
Repository: https://flziel.r-universe.dev
Date/Publication: 2019-02-10 20:43:28 UTC
RemoteUrl: https://github.com/cran/CombinePortfolio
RemoteRef: HEAD
RemoteSha: cf5ae69e3651252d5996cbe3a09bfff420054ed3