MarkowitzR: Statistical Significance of the Markowitz Portfolio

A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, <arxiv:1312.0557>.

Package details

AuthorSteven E. Pav [aut, cre] (<>)
MaintainerSteven E. Pav <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the MarkowitzR package in your browser

Any scripts or data that you put into this service are public.

MarkowitzR documentation built on Aug. 22, 2023, 1:06 a.m.