Man pages for highOrderPortfolios
Design of High-Order Portfolios Including Skewness and Kurtosis
| design_MVSK_portfolio_via_sample_moments | Design high-order portfolio based on weighted linear... |
| design_MVSK_portfolio_via_skew_t | Design MVSK portfolio without shorting based on the... |
| design_MVSKtilting_portfolio_via_sample_moments | Design high-order portfolio by tilting a given portfolio to... |
| estimate_sample_moments | Estimate first four moment parameters of multivariate... |
| estimate_skew_t | Estimate the parameters of skew-t distribution from... |
| eval_portfolio_moments | Evaluate first four moments of a given portfolio |
| highOrderPortfolios-package | highOrderPortfolios: Design of High-Order Portfolios via... |
| X100 | Synthetic 500x100 matrix dataset |
| X200 | Synthetic 1000x200 matrix dataset |
| X50 | Synthetic 250x50 matrix dataset |
