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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>.
Getting started
Browse package contents
Package details |
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| Author | Steven E. Pav [aut, cre] (<https://orcid.org/0000-0002-4197-6195>) |
| Maintainer | Steven E. Pav <shabbychef@gmail.com> |
| License | LGPL-3 |
| Version | 1.0.3 |
| URL | https://github.com/shabbychef/MarkowitzR |
| Package repository | View on CRAN |
| Installation |
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