Nothing
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.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Florian Ziel |
| Maintainer | Florian Ziel <florian.ziel@uni-due.de> |
| License | GPL (>= 2) |
| Version | 0.4 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the CombinePortfolio package in your browser
Any scripts or data that you put into this service are public.
