MarkowitzR: Statistical Significance of the Markowitz Portfolio

A collection of tools for analyzing significance of Markowitz portfolios.

AuthorSteven E. Pav [aut, cre]
Date of publication2016-09-17 07:10:49
MaintainerSteven E. Pav <shabbychef@gmail.com>
LicenseLGPL-3
Version0.9900.0
https://github.com/shabbychef/MarkowitzR

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Files

MarkowitzR
MarkowitzR/inst
MarkowitzR/inst/CITATION
MarkowitzR/inst/extdata
MarkowitzR/inst/extdata/ff_data.rda
MarkowitzR/inst/doc
MarkowitzR/inst/doc/MarkowitzR.pdf
MarkowitzR/inst/doc/AsymptoticMarkowitz.Rnw
MarkowitzR/inst/doc/MarkowitzR.Rnw
MarkowitzR/inst/doc/AsymptoticMarkowitz.pdf
MarkowitzR/inst/doc/AsymptoticMarkowitz.R
MarkowitzR/inst/doc/MarkowitzR.R
MarkowitzR/tests
MarkowitzR/tests/testthat.R
MarkowitzR/tests/testthat
MarkowitzR/tests/testthat/test-basic.r
MarkowitzR/NAMESPACE
MarkowitzR/R
MarkowitzR/R/MarkowitzR.r
MarkowitzR/R/utils.r
MarkowitzR/R/portinf.r
MarkowitzR/R/vcov.r
MarkowitzR/vignettes
MarkowitzR/vignettes/MarkowitzR.sty
MarkowitzR/vignettes/AsymptoticMarkowitz.Rnw
MarkowitzR/vignettes/MarkowitzR.bib
MarkowitzR/vignettes/rauto.bib
MarkowitzR/vignettes/MarkowitzR.Rnw
MarkowitzR/README.md
MarkowitzR/MD5
MarkowitzR/build
MarkowitzR/build/vignette.rds
MarkowitzR/DESCRIPTION
MarkowitzR/man
MarkowitzR/man/NEWS.Rd MarkowitzR/man/mp_vcov.Rd MarkowitzR/man/theta_vcov.Rd MarkowitzR/man/itheta_vcov.Rd MarkowitzR/man/MarkowitzR.Rd
MarkowitzR/.Rinstignore

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