FinYang/stocon: Portfolio selection in a Stochastic control setting
Optimal portfolio selection via dimensional reduction in a stochastic optimal control setting. Including EM algorithm, the projection algorithm (PA) we proposed.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | GPL-3 |
| Version | 0.0.0.9000 |
| URL | https://pkg.yangzhuoranyang.com/stocon https://github.com/FinYang/stocon |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
